J. Comp. Math., Volume 18.


A Trust Region-Type Method For Solving Monotone Variational Inequality

Xi Ming Liang 1, Cheng Xian Xu 2, Ji Xin Qian 1

1 Institute of Industrial Process Control, National Lab of Industrial Control Technology, Zhejiang University, Hangzhou 310027, China
2 School of Science, Xi'an Jiaotong University, Xi'an 710049, China


Abstract

In this paper we propose to present a trust region-type modification of Newton method for the strictly monotone variational inequality problem using the same merit function as that in Taji K's paper(1993). It is then shown that our method is well defined and globally convergent and that, under the same assumptions,our algorithm reduces to the basic Newton method and hence the rate of convergence is quadratic. Computational experimence indicates the efficiency of the proposed method.

Key words: Variational inequality problem; Trust region method; Global Convergence.


 

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