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

DOI10.1016/0167-6377(87)90007-1zbMath0623.65073MaRDI 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 inequalities; Newton's method; strong monotonicity; Computational results; line-search strategy; non-convex non-differentiable merit function

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

49J40: Variational inequalities

49M15: Newton-type methods

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