A QP-free constrained Newton-type method for variational inequality problems

Mathematical Programming, Series B

Volumn 85, Issue 1, 1999, Pages 81-106

  Kanzow, Christian ^a   Qi, Hou Duo ^b  

^a UNIVERSITY OF HAMBURG   (Germany)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Global convergence quadratic convergence; Newton's method; Semismoothness; Strong regularity; Variational inequality problem

Indexed keywords

EID: 0040548207     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050047     Document Type: Article

References (6)

1. Clarke, F.H. (1983): Optimization and Nonsmooth Analysis. Wiley, New York
2. Dennis, J.E., Jr., Schnabel, R.B. (1983): Numerical Methods for Unconstrained Optimization and Non-linear Equations. Prentice-Hall, Englewood Cliffs
3. Facchinei, F., Fischer, A., Kanzow, C. (1996): Inexact Newton methods for semismooth equations with applications to variational inequality problems. In: Di Pillo, G., Giannessi, F., eds., Nonlinear Optimization and Applications, Plenum Press, New York, pp. 125-149
4. Facchinei, F., Fischer, A., Kanzow, C.: Regularity properties of a semismooth reformulation of variational inequalities. SIAM J. Optim., to appear
5. Facchinei, F., Fischer, A., Kanzow, C. (1997): A semismooth Newton method for variational inequalities: The case of box constraints. In: Ferris, M.C., Pang, J.-S., eds., Complementarity and Variational Problems: State of the Art. SIAM, Philadelphia, pp. 76-90
6. Facchinei, F., Fischer, A., Kanzow, C. (1998): On the accurate identification of active constraints. SIAM J. Optim. 8, 850-869