Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem |
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Authors: | Ping Wang Na Zhao |
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Affiliation: | Department of Mathematics, School of Science, Tianjin University, Tianjin 3000072, PR China |
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Abstract: | In this paper, we consider the monotone affine variational inequality problem (AVIP for short). Based on a smooth reformulation of the AVIP, we propose a Newton-type method to solve the monotone AVIP, where a testing procedure is embedded into our algorithm. Under mild assumptions, we show that the proposed algorithm may find a maximally complementary solution to the monotone AVIP in a finite number of iterations. Preliminary numerical results are reported. |
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Keywords: | Affine variational inequality problem Smoothing-type method Maximally complementary solution Finite termination |
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