• DocumentCode
    3070378
  • Title

    A modified Newton method for solving variational inequalities

  • Author

    Marcotte, P. ; Dussault, J.-P.

  • Author_Institution
    Universit?? de Montr??al, Montr??al, Canada
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    1433
  • Lastpage
    1436
  • Abstract
    In this paper we show how the basic Newton method for solving variational inequalities can be modified to yield an algorithm that monotonically decreases the gap function associated with the variational inequality, by solving a sequence of linear programs. Convergence of the algorithm does not depend on strict monotonicity assumptions. However, under strict complementarity and strong monotonicity assumptions, quadratic convergence is achieved.
  • Keywords
    FETs; Newton method; Tellurium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268747
  • Filename
    4048547
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3070378