The Nonlocal Newton's Method for Monotone Variational Inequalities on a Polyhedron

Authors:
V. M. Panin;V. V. Skopetskii
Affiliations:
Institute of Applied System Analysis of the Ministry of Education and Science of Ukraine, Kiev, Ukraine;Institute of Cybernetics of the National Academy of Sciences of Ukraine, Kiev, Ukraine
Venue:
Cybernetics and Systems Analysis
Year:
2002

Citing 3
Cited 1

Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications

Mathematical Programming: Series A and B
A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems

Mathematical Programming: Series A and B
Models and Methods of Finite-Dimensional Variational Inequalities

Cybernetics and Systems Analysis

The Nonlocal Newton Method for Convex Optimization Problems and Monotone Variational Inequalities

Cybernetics and Systems Analysis

Quantified Score

Hi-index	0.00

Visualization

Abstract

A nonlocally converging Newton method is developed in the paper. In this method, a solution of one approximating linear variational inequality is used on an iteration. The method is more efficient as compared with the existing Newton-type algorithms.