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

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Abstract

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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Authors and Affiliations

  1. Department of Computer, Control, and Management Engineering, University of Rome La Sapience, Via Ariosto 25, Roma , 00185, Italy

    Francisco Facchinei & Simone Sagratella

  2. Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, Würzburg, Germany

    Christian Kanzow & Sebastian Karl

Authors
  1. Francisco Facchinei
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  2. Christian Kanzow
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  3. Sebastian Karl
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  4. Simone Sagratella
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Correspondence to Christian Kanzow.

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Facchinei, F., Kanzow, C., Karl, S. et al. The semismooth Newton method for the solution of quasi-variational inequalities. Comput Optim Appl 62, 85–109 (2015). https://doi.org/10.1007/s10589-014-9686-4

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