点击次数：
论文类型：期刊论文
发表时间：2009-11-01
发表刊物：COMPUTERS & MATHEMATICS WITH APPLICATIONS
收录刊物：SCIE、EI、Scopus
卷号：58
期号：10
页面范围：1936-1946
ISSN号：0898-1221
关键字：Second-order cone; Variational inequality; Fischer-Burmeister function; B-subdifferential; Modified Newton method
摘要：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.