A Hybrid Newton Method for Solving Box Constrained Variational Inequalitiy Problems Via the D-Gap Function

dc.contributor.author	Fukushima, Masao
dc.contributor.author	Kanzow, Christian
dc.contributor.author	Peng, Ji-Ming
dc.date.accessioned	2013-06-28T13:56:56Z
dc.date.available	2013-06-28T13:56:56Z
dc.date.issued	1997-12-30
dc.identifier.citation	97-16	en
dc.identifier.uri	http://digital.library.wisc.edu/1793/66076
dc.description.abstract	A box constrained variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. A hybrid Netwon-type method is proposed for minimizing the D-gap function. Under suitable conditions, the algorithm is shown to be globally convergent and locally quadratically convergent. Some numerical results are also presented.	en
dc.subject	quadratic convergence	en
dc.subject	global convergence	en
dc.subject	unconstrained optimization	en
dc.subject	Newton's method	en
dc.subject	D-gap function	en
dc.subject	box constraints	en
dc.subject	variational inequality problem	en
dc.title	A Hybrid Newton Method for Solving Box Constrained Variational Inequalitiy Problems Via the D-Gap Function	en
dc.type	Technical Report	en

Math Prog Technical Reports
Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison