Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems

Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems
复制标题

DOI:
10.1023/a:1014861331301
复制
发表时间:
2002-04
影响因子:
1.9
通讯作者:
L. Qi;Defeng Sun
L. Qi;Defeng Sun
中科院分区:
数学3区
文献类型:
--
作者:
L. Qi;Defeng Sun

文献摘要

被引文献

相似文献

本文首次为具有一般约束的变分不等式问题提供了一些可计算的平滑函数。本文还提出了平滑牛顿方法的新版本,并在比文献中先前使用的条件更弱的条件下建立了其全局和超线性(二次)收敛。这些是通过引入平滑函数的一般定义来实现的,其中包括几乎所有现有的平滑函数作为特殊情况。
This paper provides for the first time some computable smoothing functions for variational inequality problems with general constraints. This paper proposes also a new version of the smoothing Newton method and establishes its global and superlinear (quadratic) convergence under conditions weaker than those previously used in the literature. These are achieved by introducing a general definition for smoothing functions, which include almost all the existing smoothing functions as special cases.