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 Zhang | 1 | 1 | 0.35 |
Donghui Li | 2 | 380 | 32.40 |