An affine scaling interior trust region method via optimal path for solving monotone variational inequality problem with linear constraints

DOI10.1007/s11401-007-0082-6zbMath1151.49025OpenAlexW1997604693MaRDI QIDQ942938

Yun-Juan Wang, De-Tong Zhu

Publication date: 8 September 2008

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-007-0082-6

zbMATH Keywords

variational inequality problemoptimal pathinterior pointtrust regionaffine scaling

Mathematics Subject Classification ID

Newton-type methods (49M15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
• A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
• A globally convergent Newton method for solving strongly monotone variational inequalities
• Computing stationary points
• Curvilinear path and trust region in unconstrained optimization: A convergence analysis
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