科研之友
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摘要
In this paper, we propose an inexact Newton-generalized minimal residual method for solving the variational inequality problem. Based on a new smoothing function, the variational inequality problem is reformulated as a system of parameterized smooth equations. In each iteration, the corresponding linear system is solved only approximately. Under mild assumptions, it is proved that the proposed algorithm has global convergence and local superlinear convergence properties. Preliminary numerical results indicate that the method is effective for a large-scale variational inequality problem.
