Year: 2000
Author: Yu-Fei Yang, Dong-Hui Li
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 3 : pp. 289–304
Abstract
In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions, the proposed method converges globally and superlinearly.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2000-JCM-9043
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 3 : pp. 289–304
Published online: 2000-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 16
Keywords: Variational inequality quasi-Newton method global convergence superlinear convergence.