A computable generalized Hessian of the D-gap function and Newton-type methods for variational inequality problems

MaRDI QIDQ4353556zbMATH OpenFDO

Authors Defeng Sun, Masao Fukushima, Liqun Qi

Publication date 10 September 1997

zbMATH Keywords

variational inequalitymerit functionsuperlinear convergencetrust regiondifferentiable unconstrained optimization\(D\)-gap functioncomputable generalized Hessian

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)

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Cited in

(15)

• A new framework for the computation of Hessians
• Analysis on Newton projection method for the split feasibility problem
• scientific article; zbMATH DE number 1861590 (Why is no real title available?)
• Merit functions: a bridge between optimization and equilibria
• On a smooth dual gap function for a class of quasi-variational inequalities
• Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
• Solving box constrained variational inequalities by using the natural residual with D-gap function globalization
• A superlinearly convergent smoothing Newton continuation algorithm for variational inequalities over definable sets
• A proximal Newton-type method for equilibrium problems
• Merit functions: a bridge between optimization and equilibria
• Solving variational inequality problems via smoothing-nonsmooth reformulations
• Riemannian trust region methods for \(\mathrm{SC}^1\) minimization
• A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems
• Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities
• D-gap functions and descent techniques for solving equilibrium problems

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