A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss--Newton Method

DOI10.1137/S1052623496314173MaRDI QIDQ4702291zbMATH OpenFDO

Authors Defeng Sun, Robert S. Womersley

Publication date 24 November 1999

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623496314173

zbMATH Keywords

box constraintsGauss-Newton methodmerit functionssuperlinear convergencevariational inequality problems

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

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• New smooth gap function for box constrained variational inequalities
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
• Solving unbounded box constrained variational inequalities via a homotopy method
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• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• Mixed Nonlinear Complementarity Problems via Nonlinear Optimization: Numerical Results on Multi-Rigid-Body Contact Problems with Friction
• Properties and construction of NCP functions
• A smoothing Broyden-like method for the mixed complementarity problems
• A damped Gauss-Newton method for the second-order cone complementarity problem
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• A new modified one-step smoothing Newton method for solving the general mixed complementarity problem
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