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On the Finite Convergence of Newton-type Methods for P_0 Affine Variational Inequalities

On the Finite Convergence of Newton-type Methods for P_0 Affine Variational Inequalities

作     者:Li Ping ZHANG Wen Xun XING 

作者机构:Department of Mathematical Sciences Tsinghua University Beijing 100084 P. R. China 

出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))

年 卷 期:2007年第23卷第9期

页      面:1553-1562页

核心收录:

学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基  金:the National Natural Science Foundation of China(Grant No.10201001 70471008) 

主  题:affine variational inequality non-smooth smoothing Newton method finite termination 

摘      要:Based on the techniques used in non-smooth Newton methods and regularized smoothing Newton methods, a Newton-type algorithm is proposed for solving the P0 affine variational inequality problem. Under mild conditions, the algorithm can find an exact solution of the P0 affine variational inequality problem in finite steps. Preliminary numerical results indicate that the algorithm is promising.

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