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 |
本文献已被 ScienceDirect 等数据库收录! |
|