An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities (Q494664): Difference between revisions

A new method is proposed for the numerical solution of the stationary mathematical programs constrained by parameterized quasi-variational inequalities (QVI) occurring in engineering design and economic modeling. The strict complementarity condition is removed by formulating the necessary optimality conditions as a system of nonsmooth equations. The authors prove that quadratic convergence is achieved for the inexact Newton method under the set of second-order sufficient conditions and linear independence constraint qualification. Numerical results show that the inexact Newton method with the conjugate gradient method as preconditioner can solve effectively the mathematical problems with QVI constraints.