Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems

L. Qi and D. Sun
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L. Qi: Hong Kong Polytechnic University
D. Sun: National University of Singapore

Journal of Optimization Theory and Applications, 2002, vol. 113, issue 1, No 8, 147 pages

Abstract: Abstract This paper provides for the first time some computable smoothing functions for variational inequality problems with general constraints. This paper proposes also a new version of the smoothing Newton method and establishes its global and superlinear (quadratic) convergence under conditions weaker than those previously used in the literature. These are achieved by introducing a general definition for smoothing functions, which include almost all the existing smoothing functions as special cases.

Keywords: Variational inequality problems; computable smoothing functions; smoothing Newton methods; quadratic convergence (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (11)

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DOI: 10.1023/A:1014861331301

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