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.