A NOTE ON GLOBALLY CONVERGENT NEWTON METHOD FOR STRONGLY MONOTONE VARIATIONAL INEQUALITIES
نویسندگان
چکیده
منابع مشابه
A Note on Globally Convergent Newton Method for Strongly Monotone Variational Inequalities
Newton’s method for solving variational inequalities is known to be locally quadratically convergent. By incorporating a line search strategy for the regularized gap function, Taji et al. (Mathematical Programming, 1993) have proposed a modification of a Newton’s method which is globally convergent and whose rate of convergence is quadratic. But the quadratic convergence has been shown only und...
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R esum e. Il est bien connu que la m ethode de Newton, lorsqu'appliqu ee a un probl eme d'in equation variationnelle fortement monotone, converge localement vers la solution de l'in equation, et que l'ordre de convergence est quadratique. Dans cet article nous mon-trons que la direction de Newton constitue une direction de descente pour un objectif non dii erentiable et non convexe, et ceci m^ ...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 2008
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.51.310