A Jacobian smoothing method for box constrained variational inequality problems
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摘要
In this paper we propose a Jacobian smoothing algorithm for the solution of the box constrained variational inequality problems VIP(l,u,F). The algorithm is based on a reformulation of a semismooth system of equations by using the Fischer–Burmeister function h(a,b)=a2+b2−a−b. Global and local superlinear convergence results for VIP(l,u,F) are obtained. Numerical experiments confirm the good theoretical properties of the algorithm.
论文关键词：Variational inequality problems,Box constraints,Smoothing method,Global convergence,Superlinear convergence
论文评审过程：Available online 12 May 2004.
论文官网地址：https://doi.org/10.1016/j.amc.2004.03.018
