A globally and locally superlinearly convergent inexact Newton-GMRES method for large-scale variational inequality problem

DOI10.1080/00207160.2013.797076MaRDI QIDQ2875299zbMATH OpenOpenAlexFDO

Authors Shaoping Rui, Cheng-Xian Xu

Publication date 14 August 2014

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2013.797076

zbMATH Keywords

global convergencevariational inequality problemsuperlinear convergencelarge-scale problemsinexact Newton-GMRES method

Mathematics Subject Classification ID

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

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Cites work

• A Theoretical Comparison of the Arnoldi and GMRES Algorithms
• A modified augmented Lagrangian method for a class of monotone variational inequalities
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A non-interior-point smoothing method for variational inequality problem
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• A nonsmooth version of Newton's method
• A special newton-type optimization method
• A two-stage prediction-correction method for solving monotone variational inequalities
• Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Inexact Newton methods for the nonlinear complementarity problem
• Iterative methods for linear complementarity problems with upperbounds on primary variables
• Optimization and nonsmooth analysis
• Regularization of \(P_{0}\)-functions in box variational inequality problems
• Semismooth and Semiconvex Functions in Constrained Optimization
• Variational Inequalities and Economic Equilibrium

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