A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss-Newton Method.
Defeng SunRobert S. WomersleyPublished in: SIAM J. Optim. (1999)
Keyphrases
- newton method
- variational inequalities
- variational inequality problems
- strictly convex
- fischer burmeister
- quasi newton
- sensitivity analysis
- nonlinear programming
- convergence analysis
- convex sets
- superlinear convergence
- primal dual
- gauss newton
- fixed point
- optimality conditions
- linear equations
- linear svm
- quadratic programming
- nash equilibrium
- cooperative