Title
A smoothing inexact Newton method for variational inequality problems
Abstract
In this paper, we reformulate the variational inequality problem as an equivalent smooth non-linear equation system by introducing the Chen-Harker-Kanzow-Smale smoothing function. A new smoothing inexact Newton algorithm is proposed to solve the smooth equations. In each iteration, the corresponding linear system is solved approximately. We prove that the proposed algorithm converges globally and superlinearly under mild conditions. Preliminary numerical results indicate that the method is effective.
Year
DOI
Venue
2011
10.1080/00207160.2010.500663
Int. J. Comput. Math.
Keywords
Field
DocType
variational inequality problem,mild condition,smooth equation,new smoothing inexact,equivalent smooth non-linear equation,newton algorithm,newton method,corresponding linear system,proposed algorithm,chen-harker-kanzow-smale smoothing function,preliminary numerical result,linear equations,linear system
Superlinear convergence,Mathematical optimization,Linear system,Mathematical analysis,Smoothing,Mathematics,Variational inequality,Newton's method
Journal
Volume
Issue
ISSN
88
6
0020-7160
Citations 
PageRank 
References 
0
0.34
12
Authors
2
Name
Order
Citations
PageRank
Xiuyun Zheng1175.42
Hongwei Liu27812.29