Volume 18, Issue 3
Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence

Yu Fei Yang & Dong Hui Li

DOI:

J. Comp. Math., 18 (2000), pp. 289-304

Published online: 2000-06

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  • Abstract

In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions,the proposed method converges globally and superlinearly.

  • Keywords

Variational inequality quasi-Newton method global convergence superlinear convergence

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@Article{JCM-18-289, author = {}, title = {Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence}, journal = {Journal of Computational Mathematics}, year = {2000}, volume = {18}, number = {3}, pages = {289--304}, abstract = { In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions,the proposed method converges globally and superlinearly. }, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9043.html} }
TY - JOUR T1 - Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence JO - Journal of Computational Mathematics VL - 3 SP - 289 EP - 304 PY - 2000 DA - 2000/06 SN - 18 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9043.html KW - Variational inequality KW - quasi-Newton method KW - global convergence KW - superlinear convergence AB - In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions,the proposed method converges globally and superlinearly.
Yu Fei Yang & Dong Hui Li. (1970). Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence. Journal of Computational Mathematics. 18 (3). 289-304. doi:
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