Department of Applied Mathematics & Physics, Kyoto Univiversity
Technical Report #98002 (January, 1998)
A Hybrid Newton Method for Solving Box Constrained Variational Inequality Problems via the D-Gap Function
by Ji-Ming Peng, Christian Kanzow and Masao Fukushima
A box constrained variational inequality problem can be reformulated
as an unconstrained minimization problem through the D-gap function.
A hybrid Newton-type method is proposed
for minimizing the D-gap function. Under suitable conditions,
the algorithm is shown to be globally convergent
and locally quadratically convergent. Some numerical results are also
presented.