On the Finite Convergence of Newton-type Methods for P_0 Affine Variational Inequalities  被引量:1

On the Finite Convergence of Newton-type Methods for P_0 Affine Variational Inequalities

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作  者:Li Ping ZHANG Wen Xun XING 

机构地区:[1]Department of Mathematical Sciences, Tsinghua University, Beijing 100084, P. R. China

出  处:《Acta Mathematica Sinica,English Series》2007年第9期1553-1562,共10页数学学报(英文版)

基  金:the National Natural Science Foundation of China(Grant No.10201001,70471008)

摘  要:Based on the techniques used in non-smooth Newton methods and regularized smoothing Newton methods, a Newton-type algorithm is proposed for solving the P0 affine variational inequality problem. Under mild conditions, the algorithm can find an exact solution of the P0 affine variational inequality problem in finite steps. Preliminary numerical results indicate that the algorithm is promising.Based on the techniques used in non-smooth Newton methods and regularized smoothing Newton methods, a Newton-type algorithm is proposed for solving the P0 affine variational inequality problem. Under mild conditions, the algorithm can find an exact solution of the P0 affine variational inequality problem in finite steps. Preliminary numerical results indicate that the algorithm is promising.

关 键 词:affine variational inequality NON-SMOOTH SMOOTHING Newton method finite termination 

分 类 号:O18[理学—数学]

 

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