A smoothing inexact Newton method for variational inequality problems

作者：Zheng, Xiuyun^*; Liu, Hongwei

来源：International Journal of Computer Mathematics, 2011, 88(6): 1283-1293.

DOI：10.1080/00207160.2010.500663

• variational inequality problem
• smoothing method
• inexact Newton algorithm
• global convergence
• superlinear convergence

In this paper, we reformulate the variational inequality problem as an equivalent smooth non-linear equation system by introducing the Chen-Harker-Kanzow-Smale smoothing function. A new smoothing inexact Newton algorithm is proposed to solve the smooth equations. In each iteration, the corresponding linear system is solved approximately. We prove that the proposed algorithm converges globally and superlinearly under mild conditions. Preliminary numerical results indicate that the method is effective.

• 出版日期2011
• 单位西安电子科技大学