A smoothing inexact Newton method for variational inequalities with nonlinear constraints

被引:0
作者
Zhili Ge
Qin Ni
Xin Zhang
机构
[1] Nanjing University of Aeronautics and Astronautics,College of Science
[2] Nanjing Polytechnic Institute,Basic Sciences Department
[3] Suqian College,School of Arts and Science
来源
Journal of Inequalities and Applications | / 2017卷
关键词
variational inequalities; nonlinear constraints; inexact Newton method; global convergence; local quadratic convergence;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we propose a smoothing inexact Newton method for solving variational inequalities with nonlinear constraints. Based on the smoothed Fischer-Burmeister function, the variational inequality problem is reformulated as a system of parameterized smooth equations. The corresponding linear system of each iteration is solved approximately. Under some mild conditions, we establish the global and local quadratic convergence. Some numerical results show that the method is effective.
引用
收藏
相关论文
共 34 条
[1]  
Ferris MC(1997)Engineering and economic applications of complementarity problems SIAM Rev. 39 669-713
[2]  
Pang JS(1997)Solution of monotone complementarity problems with locally Lipschitzian functions Math. Program. 76 513-532
[3]  
Fischer A(1996)A computational algorithm for minimizing total variation in image restoration IEEE Trans. Image Process. 5 987-995
[4]  
Li YY(1997)Smooth approximations to nonlinear complementarity problems SIAM J. Optim. 7 403-420
[5]  
Santosa F(1999)A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Mangasarian smoothing functions SIAM J. Optim. 9 605-623
[6]  
Chen BT(2000)A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities Math. Program. 87 1-35
[7]  
Harker PT(2000)Improving the convergence of non-interior point algorithms for nonlinear complementarity problems Math. Comput. 229 283-304
[8]  
Chen BT(2008)The convergence of a one-step smoothing Newton method for P0-NCP base on a new smoothing NCP-function Comput. Appl. Math. 216 1-13
[9]  
Xiu NH(2009)A variant smoothing Newton method for P0-NCP based on a new smoothing function J. Comput. Appl. Math. 225 1-8
[10]  
Qi LQ(2010)A smoothing inexact Newton method for nonlinear complementarity problems J. Comput. Appl. Math. 233 2332-2338