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February 2006 A feasible method for solving the KKT system of variational inequalities
Xiaojiao TONG, Shixiao XIAO
Hokkaido Math. J. 35(1): 87-105 (February 2006). DOI: 10.14492/hokmj/1285766309

Abstract

In this paper the KKT system of a general variational inequality problem (denoted by VIP(X,F)) is reformulated as a constrained optimization problem. A sufficient condition, which ensures a stationary point of the optimization problem being a solution of the KKT system of VIP(X,F), is analyzed. A projection-type method for solving the KKT system of VIP(X,F) with closed convex set $X$ is presented. The new algorithm has nice properties such as retaining feasibility, easy computation if the region $X$ is a box or a ball, and strongly global and local convergence. Numerical examples show that the new algorithm is promising.

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Xiaojiao TONG. Shixiao XIAO. "A feasible method for solving the KKT system of variational inequalities." Hokkaido Math. J. 35 (1) 87 - 105, February 2006. https://doi.org/10.14492/hokmj/1285766309

Information

Published: February 2006
First available in Project Euclid: 29 September 2010

zbMATH: 1219.90165
MathSciNet: MR2225083
Digital Object Identifier: 10.14492/hokmj/1285766309

Subjects:
Primary: 90C33
Secondary: 65H10, 90C30

Rights: Copyright © 2006 Hokkaido University, Department of Mathematics

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Vol.35 • No. 1 • February 2006
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