A note on a globally convergent Newton method for solving monotone variational inequalities

DOI10.1016/0167-6377(87)90007-1zbMath0623.65073OpenAlexW2055400291MaRDI QIDQ1091770

Jean-Pierre Dussault, Patrice Marcotte

Publication date: 1987

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(87)90007-1

zbMATH Keywords

variational inequalitiesNewton's methodstrong monotonicityComputational resultsline-search strategynon-convex non-differentiable merit function

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Newton-type methods (49M15)

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Cites Work

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• The gap function of a convex program
• Iterative methods for variational and complementarity problems
• A finite algorithm to maximize certain pseudoconcave functions on polytopes
• The Theory of Max-Min, with Applications

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