Derivative-Free Methods for Monotone Variational Inequality and Complementarity Problems

J. M. Peng
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J. M. Peng: Delft University of Technology

Journal of Optimization Theory and Applications, 1998, vol. 99, issue 1, No 12, 235-252

Abstract: Abstract Monotone variational inequality problems with box constraints and complementarity problems are reformulated as simple-bound optimization problems. Some derivative-free methods for these problems are proposed. It is shown that, for these new methods, the updated point sequence remains feasible with respect to its simple constraints if the initial point is feasible. Under certain conditions, these methods are globally convergent.

Keywords: Variational inequality problems; complementarity problems; NCP functions; unconstrained optimization; constrained optimization (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1021712513685

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