A globally convergent method based on Fischer-Burmeister operators for solving second-order cone constrained variational inequality problems

Indexed by:期刊论文

Journal:COMPUTERS & MATHEMATICS WITH APPLICATIONS

Included Journals:SCIE、EI、Scopus

Volume:58

Issue:10

Page Number:1936-1946

ISSN No.:0898-1221

Key Words:Second-order cone; Variational inequality; Fischer-Burmeister function; B-subdifferential; Modified Newton method

Abstract:The Karush-Kuhn-Tucker system of a second-order cone constrained variational inequality problem is transformed into a semismooth system of equations with the help of Fischer-Burmeister operators over second-order cones. The Clarke generalized differential of the semismooth mapping is presented. A modified Newton method with Armijo line search is proved to have global convergence with local superlinear rate of convergence under certain assumptions on the variational inequality problem. An illustrative example is given to show how the globally convergent method works. (C) 2009 Elsevier Ltd. All rights reserved.

Date of Publication:2009-11-01