Convergence of a non-interior smoothing method for variational inequality problems
Release time:2024-08-09
Hits:
- Affiliation of Author(s):
- 理学院
- Journal:
- Journal of Applied Mathematics and Computing
- Key Words:
- 中文关键字：变分不等式问题；非内点法；光滑方法；全局线性收敛性；局部二次收敛性，英文关键字：Variational inequality problem;Non-interior method
- Abstract:
- The variational inequality problem can be reformulated as a system of equations. One can solve the reformulated equations to obtain a solution of the original problem. In this paper, based on a symmetric perturbed min function, we propose a new smoothing function, which has some nice properties. By which we propose a new non-interior smoothing algorithm for solving the variational inequality problem, which is based on both the non-interior continuation method and the smoothing Newton method. The proposed algorithm only needs to solve at most one system of equations at each iteration. In particular, we show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions. The preliminary numerical results are reported.
- Note:
- EI 检索
- Co-author:
- 刘红卫,朱见广
- First Author:
- zhengxiuyun
- Indexed by:
- Journal paper
- Volume:
- 卷：40
- Issue:
- 期：1-2
- Page Number:
- 页：341-355
- Translation or Not:
- no
- Date of Publication:
- 2012-10-01