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Regularized gap functions for nonsmooth variational inequality problems
Authors:Lu Lin Tan
Institution:a School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou, PR China
b Department of Mathematics, The Chinese University of Hong Kong, Hong Kong, PR China
Abstract:Under the condition that the involved function F is locally Lipschitz, but not necessarily differentiable, we investigate the regularized gap function defined by a generalized distance function for the variational inequality problem (VIP). First, we compute exactly the Clarke-Rockafellar directional derivatives of the regularized gap functions (and of some modified ones). Second, using these results, we show that, under the strongly monotonicity assumption, the regularized gap functions have fractional exponent error bounds, and thereby we provide an algorithm of Armijo type to solve the VIP.
Keywords:Nonsmooth variational inequality problems  Nonlinear complementarity problems  Merit function  Regularized gap function  Error bound
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