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dc.contributor.authorFukushima, Masao
dc.contributor.authorKanzow, Christian
dc.date.accessioned2013-06-26T23:16:47Z
dc.date.available2013-06-26T23:16:47Z
dc.date.issued1997-11-21
dc.identifier.citation97-14en
dc.identifier.urihttp://digital.library.wisc.edu/1793/66062
dc.description.abstractWe present a new method for the solution of the box constrained variational inequality problem, BVIP for short. Basically, this method is a nonsmooth Newton method applied to a reformulation of BVIP as a system of nonsmooth equations involving the natural residual. The method is globalized by using the D-gap function. We show that the proposed algorithm is globally and fast locally convergent. Moreover, if the problem is described by an affine function, the algorithm has a finite termination property. Numerical results for some large-scale variational inequality problems are reported.en
dc.subjectfinite terminationen
dc.subjectquadratic convergenceen
dc.subjectglobal convergenceen
dc.subjectNewton's methoden
dc.subjectD-gap functionen
dc.subjectnatural residualen
dc.subjectmixed complementarity problemen
dc.subjectvariational inequality problemen
dc.titleSolving Box Constrained Variational Inequalities by Using the Natural Residual with D-Gap Function Globalizationen
dc.typeTechnical Reporten


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  • Math Prog Technical Reports
    Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison

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