A Semismooth Newton Method for Variational Inequalities: Theoretical Results and Preliminary Numerical Experience
نویسندگان
چکیده
Variational inequalities over sets deened by systems of equalities and inequalities are considered. A continuously diierentiable merit function is proposed whose unconstrained minima coincide with the KKT-points of the variational inequality. A detailed study of its properties is carried out showing that under mild assumptions this reformulation possesses many desirable features. A simple algorithm is proposed for which it is possible to prove global convergence and a fast local convergence rate. Preliminary numerical results showing viability of the approach are reported.
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