BROYDEN'S METHOD FOR SOLVING VARIATIONAL INEQUALITIES WITH GLOBAL AND SUPERLINEAR CONVERGENCE  

作　　者：Yu-fei Yang Dong-hui Li (Department of Applied Mathematics, Hnnan University, Changsha 410082, China) 

出　　处：《Journal of Computational Mathematics》2000年第3期289-304,共16页计算数学（英文）

摘　　要：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.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.

关 键 词：Variational inequality quasi-Newton method global convergence superlinear convergence 

分 类 号：O178[理学—数学]