A feasible method for solving the KKT system of variational inequalities
TONG, Xiaojiao ; XIAO, Shixiao
Hokkaido Math. J., Tome 35 (2006) no. 1, p. 87-105 / Harvested from Project Euclid
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In this paper the KKT system of a general variational inequality problem (denoted by VIP(X,F)) is reformulated as a constrained optimization problem. A sufficient condition, which ensures a stationary point of the optimization problem being a solution of the KKT system of VIP(X,F), is analyzed. A projection-type method for solving the KKT system of VIP(X,F) with closed convex set $X$ is presented. The new algorithm has nice properties such as retaining feasibility, easy computation if the region $X$ is a box or a ball, and strongly global and local convergence. Numerical examples show that the new algorithm is promising.
Publié le : 2006-02-15
Classification:  Variational inequality problem,  KKT system,  projection method,  global andb local convergence,  90C33,  90C30,  65H10 
@article{1285766309,
     author = {TONG, Xiaojiao and XIAO, Shixiao},
     title = {A feasible method for solving the KKT system of variational inequalities},
     journal = {Hokkaido Math. J.},
     volume = {35},
     number = {1},
     year = {2006},
     pages = { 87-105},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1285766309}
}

TONG, Xiaojiao; XIAO, Shixiao. A feasible method for solving the KKT system of variational inequalities. Hokkaido Math. J., Tome 35 (2006) no. 1, pp.  87-105. http://gdmltest.u-ga.fr/item/1285766309/