The semismooth Newton method for the solution of quasi-variational inequalities

Francisco Facchinei (), Christian Kanzow (), Sebastian Karl () and Simone Sagratella ()

Computational Optimization and Applications, 2015, vol. 62, issue 1, 85-109

Abstract: We consider the application of the globalized semismooth Newton method to the solution of (the KKT conditions of) quasi variational inequalities. We show that the method is globally and locally superlinearly convergent for some important classes of quasi variational inequality problems. We report numerical results to illustrate the practical behavior of the method. Copyright Springer Science+Business Media New York 2015

Keywords: Quasi-variational inequality; KKT conditions; Semismooth method; Global convergence; Superlinear convergence; 65K10; 90C30; 90C33 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s10589-014-9686-4

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