A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints

Liping Zhang and Yanlian Lai

Mathematical Methods of Operations Research, 2000, vol. 51, issue 3, 459-470

Abstract: In this paper, a Newton-like method for variational inequality problems is considered. One feature of the algorithm is that only the solution of linear systems of equations is required at each iteration and that the strict complementarity assumption is never invoked. Another is that under mild assumptions, the sequence produced by the Newton-like method Q-superlinearly converges to the solution of the VIP. Furthermore, a simpler version of this method is studied and it is shown that it is also superlinearly convergent. Copyright Springer-Verlag Berlin Heidelberg 2000

Keywords: Key words: Newton-like method; variational inequality problems; superlinear convergence (search for similar items in EconPapers)
Date: 2000
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s001860000052 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:51:y:2000:i:3:p:459-470

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s001860000052

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().