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Global method for monotone variational inequality probelms on polyhedral sets
- Source :
- Optimization Methods and Software. 7:111-122
- Publication Year :
- 1997
- Publisher :
- Informa UK Limited, 1997.
-
Abstract
- In this paper, we consider the optimization method for monotone variational inequality probleln on polyhedral sets. First, we consider the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed and s desirable properties of the merit function are obtained. Under certain assumptions, we show tthat any stationary point of the merit function is a solution of the original problem. A descent metlpod for the optimization problem is proposed and the global convergence of the method is shown
Details
- ISSN :
- 10294937 and 10556788
- Volume :
- 7
- Database :
- OpenAIRE
- Journal :
- Optimization Methods and Software
- Accession number :
- edsair.doi...........71c9d93cbb8fdcf1667ff8aa3875dd7d