Solution of finite-dimensional variational inequalities using smooth optimization with simple bounds

DOI10.1023/A:1022601017090zbMath0892.90169MaRDI QIDQ1369047

Ana Friedlander, Roberto Andreani, José Mario Martínez

Publication date: 7 October 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequality; box constrained optimization; smooth minimization

Mathematics Subject Classification ID

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Related Items

On the regularization of mixed complementarity problems, Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities, On the solution of the extended linear complementarity problem, Homotopy method for solving variational inequalities with bounded box constraints, A smoothing homotopy method for solving variational inequalities, On the solution of bounded and unbounded mixed complementarity problems

Uses Software

• HOMPACK

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• The gap function of a convex program
• A class of linear complementarity problems solvable in polynomial time
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Nonlinear complementarity as unconstrained and constrained minimization
• A new trust region algorithm for bound constrained minimization
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• Unconstrained optimization reformulations of variational inequality problems
• Solution of linear complementarity problems using minimization with simple bounds
• Nonlinear complementarity as unconstrained optimization
• Algorithm 652
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Comparing Algorithms for Solving Sparse Nonlinear Systems of Equations
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• On the Resolution of Linearly Constrained Convex Minimization Problems
• A new strategy for solving variational inequalities in bounded polytopes^∗
• Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
• A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
• On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems