Title
A norm descent BFGS method for solving KKT systems of symmetric variational inequality problems.
Abstract
In this article, the KKT system of the variational inequality problem is reformulated as a nonsmooth equation. On the basis of this reformulation, a norm descent BFGS method is proposed. The method is globally and superlinearly convergent.
Year
DOI
Venue
2007
10.1080/10556780500397074
Optimization Methods and Software
Keywords
Field
DocType
variational inequality problem,norm descent bfgs method,symmetric variational inequality problem,superlinearly convergent,kkt system,nonsmooth equation
Superlinear convergence,Mathematical optimization,Norm (social),Karush–Kuhn–Tucker conditions,Broyden–Fletcher–Goldfarb–Shanno algorithm,Mathematics,Variational inequality
Journal
Volume
Issue
ISSN
22
2
1055-6788
Citations 
PageRank 
References 
1
0.35
4
Authors
2
Name
Order
Citations
PageRank
Ji-Wei Zhang110.35
Donghui Li238032.40