A smoothing inexact Newton method for variational inequalities with nonlinear constraints

In this paper, we propose a smoothing inexact Newton method for solving variational inequalities with nonlinear constraints. Based on the smoothed Fischer-Burmeister function, the variational inequality problem is reformulated as a system of parameterized smooth equations. The corresponding linear s...

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Detalles Bibliográficos
Autores principales: Ge, Zhili, Ni, Qin, Zhang, Xin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5504264/
https://www.ncbi.nlm.nih.gov/pubmed/28751825
http://dx.doi.org/10.1186/s13660-017-1433-9
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author Ge, Zhili
Ni, Qin
Zhang, Xin
author_facet Ge, Zhili
Ni, Qin
Zhang, Xin
author_sort Ge, Zhili
collection PubMed
description In this paper, we propose a smoothing inexact Newton method for solving variational inequalities with nonlinear constraints. Based on the smoothed Fischer-Burmeister function, the variational inequality problem is reformulated as a system of parameterized smooth equations. The corresponding linear system of each iteration is solved approximately. Under some mild conditions, we establish the global and local quadratic convergence. Some numerical results show that the method is effective.
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spelling pubmed-55042642017-07-25 A smoothing inexact Newton method for variational inequalities with nonlinear constraints Ge, Zhili Ni, Qin Zhang, Xin J Inequal Appl Research In this paper, we propose a smoothing inexact Newton method for solving variational inequalities with nonlinear constraints. Based on the smoothed Fischer-Burmeister function, the variational inequality problem is reformulated as a system of parameterized smooth equations. The corresponding linear system of each iteration is solved approximately. Under some mild conditions, we establish the global and local quadratic convergence. Some numerical results show that the method is effective. Springer International Publishing 2017-07-10 2017 /pmc/articles/PMC5504264/ /pubmed/28751825 http://dx.doi.org/10.1186/s13660-017-1433-9 Text en © The Author(s) 2017 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Ge, Zhili
Ni, Qin
Zhang, Xin
A smoothing inexact Newton method for variational inequalities with nonlinear constraints
title A smoothing inexact Newton method for variational inequalities with nonlinear constraints
title_full A smoothing inexact Newton method for variational inequalities with nonlinear constraints
title_fullStr A smoothing inexact Newton method for variational inequalities with nonlinear constraints
title_full_unstemmed A smoothing inexact Newton method for variational inequalities with nonlinear constraints
title_short A smoothing inexact Newton method for variational inequalities with nonlinear constraints
title_sort smoothing inexact newton method for variational inequalities with nonlinear constraints
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5504264/
https://www.ncbi.nlm.nih.gov/pubmed/28751825
http://dx.doi.org/10.1186/s13660-017-1433-9
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