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On the Finite Convergence of Newton-type Methods for P 0 Affine Variational Inequalities

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Abstract

Based on the techniques used in non-smooth Newton methods and regularized smoothing Newton methods, a Newton-type algorithm is proposed for solving the P 0 affine variational inequality problem. Under mild conditions, the algorithm can find an exact solution of the P 0 affine variational inequality problem in finite steps. Preliminary numerical results indicate that the algorithm is promising.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, P. R. China

    Li Ping Zhang & Wen Xun Xing

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  1. Li Ping Zhang
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  2. Wen Xun Xing
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Correspondence to Li Ping Zhang.

Additional information

This work is partly supported by the National Natural Science Foundation of China (Grant No. 10201001, 70471008)

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Zhang, L.P., Xing, W.X. On the Finite Convergence of Newton-type Methods for P 0 Affine Variational Inequalities. Acta Math Sinica 23, 1553–1562 (2007). https://doi.org/10.1007/s10114-007-0957-1

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  • DOI: https://doi.org/10.1007/s10114-007-0957-1

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