Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4633243 | Applied Mathematics and Computation | 2009 | 8 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ping Wang, Na Zhao,