Using exact penalties to derive a new equation reformulation of KKT systems associated to variational inequalities
نویسندگان
چکیده
In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We also develop a semismooth Newton method for complementarity problems based on the reformulation. We close the paper showing some preliminary computational tests comparing the proposed method with classical reformulations, based on the minimum or on the Fischer-Burmeister function.
منابع مشابه
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