A Newton method for a class of quasi-variational inequalities |
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Authors: | Jiří V Outrata Jochem Zowe |
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Institution: | (1) Mathematical Institute, University of Bayreuth, D-95440 Bayreuth, Germany |
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Abstract: | A variant of the Newton method for nonsmooth equations is applied to solve numerically quasivariational inequalities with monotone operators. For this purpose, we investigate the semismoothness of a certain locally Lipschitz operator coming from the quasi-variational inequality, and analyse the generalized Jacobian of this operator to ensure local convergence of the method. A simplified variant of this approach, applicable to implicit complementarity problems, is also studied. Small test examples have been computed.This work has been supported in parts by a grant from the German Scientific Foundation and by a grant from the Czech Academy of Sciences. |
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Keywords: | quasi-variational inequality implicit complementarity problem Newton method semismoothness generalized Jacobian |
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