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A non-interior-point smoothing method for variational inequality problem

✍ Scribed by Xiangsong Zhang; Sanyang Liu; Zhenhua Liu

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 324 KB
Volume: 234
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2010.01.011

No coin nor oath required. For personal study only.

✦ Synopsis

a b s t r a c t

In this paper, we focus on the variational inequality problem. Based on the Fischer-Burmeister function with smoothing parameters, the variational inequality problem can be reformulated as a system of parameterized smooth equations, a non-interiorpoint smoothing method is presented for solving the problem. The proposed algorithm not only has no restriction on the initial point, but also has global convergence and local quadratic convergence, moreover, the local quadratic convergence is established without a strict complementarity condition. Preliminary numerical results show that the algorithm is promising.

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