The semismooth Newton method for the solution of quasi-variational inequalities

被引：30
|
作者：
Facchinei, Francisco [1 ]
Kanzow, Christian [2 ]
Karl, Sebastian [2 ]
Sagratella, Simone [1 ]
机构：
[1] Univ Roma La Sapienza, Dept Comp Control & Management Engn, I-00185 Rome, Italy
[2] Univ Wurzburg, Inst Math, Wurzburg, Germany
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2015年 / 62卷 / 01期
关键词：
Quasi-variational inequality; KKT conditions; Semismooth method; Global convergence; Superlinear convergence; GAP FUNCTIONS; CONVERGENCE; FORMULATION; ALGORITHMS;
D O I：
10.1007/s10589-014-9686-4
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider the application of the globalized semismooth Newton method to the solution of (the KKT conditions of) quasi variational inequalities. We show that the method is globally and locally superlinearly convergent for some important classes of quasi variational inequality problems. We report numerical results to illustrate the practical behavior of the method.
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页码：85 / 109
页数：25
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