Abstract
The nonlocal Newton method is developed for nonlinear problems of conditional convex optimization and monotone variational inequalities in a finite-dimensional space. The Newton direction vector is calculated from a solution of a linear-approximating variational inequality. A new penalty function is proposed to define a step length.
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Panin, V.M., Skopetskii, V.V. The Nonlocal Newton Method for Convex Optimization Problems and Monotone Variational Inequalities. Cybernetics and Systems Analysis 38, 673–690 (2002). https://doi.org/10.1023/A:1021830624141
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DOI: https://doi.org/10.1023/A:1021830624141