@Article{JCM-18-3, author = {Yu-Fei, Yang and Li, Dong-Hui}, title = {Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence}, journal = {Journal of Computational Mathematics}, year = {2000}, volume = {18}, number = {3}, pages = {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.
}, issn = {1991-7139}, doi = {https://doi.org/2000-JCM-9043}, url = {https://global-sci.com/article/85553/broydens-method-for-solving-variational-inequalities-with-global-and-superlinear-convergence} }