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BROYDEN'S METHOD FOR SOLVING VARIATIONAL INEQUALITIES WITH GLOBAL AND SUPERLINEAR CONVERGENCE |
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| Authors: | Yu-fei Yang Dong-hui Li |
| Abstract: | In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions, the proposed method converges globally and superlinearly. |
| Keywords: | Variational inequality quasi-Newton method global convergence superlinear convergence |
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