A new proximal-based globalization strategy for the Josephy-Newton method for variational inequalities.
Mikhail V. SolodovBenar Fux SvaiterPublished in: Optim. Methods Softw. (2002)
Keyphrases
- variational inequalities
- newton method
- sensitivity analysis
- nonlinear programming
- quasi newton
- feasible set
- gauss newton
- convex sets
- superlinear convergence
- fixed point
- linear equations
- primal dual
- convergence analysis
- nash equilibrium
- optimality conditions
- boundary conditions
- game theory
- regularized least squares
- quadratic programming
- sufficient conditions