Derivative-free methods for monotone variational inequality and complementarity problems

被引：0

作者：

Stt. Key Lab. of Sci. and Eng. Comp., Inst. Compl. Math. Sci./Eng. Comp., Chinese Academy of Sciences, Beijing, China ^{[1
]}

不详 ^{[2
]}

机构：

来源：

J. Optim. Theory Appl. | / 1卷 / 235-252期

基金：

中国国家自然科学基金;

关键词：

Variational techniques;

D O I：

暂无

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学科分类号：

摘要：

Monotone variational inequality problems with box constraints and complementarity problems are reformulated as simple-bound optimization problems. Some derivative-free methods for these problems an: 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.

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