Article ID Journal Published Year Pages File Type
4633243 Applied Mathematics and Computation 2009 8 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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