New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method

Ulji; CHEN Guo-qing

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Ulji, CHEN Guo-qing. New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method[J]. Applied Mathematics and Mechanics, 2005, 26(8): 988-996.

Citation:

Ulji, CHEN Guo-qing. New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method[J]. Applied Mathematics and Mechanics, 2005, 26(8): 988-996.

Citation:

Ulji, CHEN Guo-qing. New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method[J]. Applied Mathematics and Mechanics, 2005, 26(8): 988-996.

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New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method

Ulji,
CHEN Guo-qing

Department of Mathematics, College of Science and Technology, Inner Mongolia University, Hohhot 010021, P. R. China

Received Date: 2003-12-08
Rev Recd Date: 2005-03-10
Publish Date: 2005-08-15

Abstract

Abstract

By introducing a smooth merit function for the median function, a new smooth merit function for box constrained variational inequalities (BVIs) was constructed. The function is simple and has some good differential properties. A damped Newton type method was presented based on it. Global and local superlinear/quadratic convergence results were obtained under mild conditions, and the finite termination property was also shown for the linear BVIs. Numerical results suggest that the method is efficient and promising.
- box constr ained variational inequality,
- global convergence,
- local superlinear or quadratic converg ence,
- finite termination property

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References(14)

References

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