Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem

Na Zhao

Applied Mathematics and Computation, 2015, vol. 270, issue C, 926-934

Abstract: In this paper, we propose a new class of smoothing functions. Some favorable properties of the functions are investigated. By using the proposed functions, the affine variational inequality problem (AVI) is reformulated as a system of parameterized smooth equations. A Newton method with a projection-type testing procedure is proposed to solve the equations. Under mild assumptions, we show that the algorithm may find a maximally complementary solution to the monotone AVI in a finite number of iterations. Preliminary numerical results indicate that the proposed smoothing functions are valuable.

Keywords: Affine variational inequality problem; Smoothing-type method; Smoothing function; Maximally complementary solution; Finite termination (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:270:y:2015:i:c:p:926-934

DOI: 10.1016/j.amc.2015.08.045

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