TY - JOUR
T1 - Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence
AU - Yang , Yu-Fei
AU - Li , Dong-Hui
JO - Journal of Computational Mathematics
VL - 3
SP - 289
EP - 304
PY - 2000
DA - 2000/06
SN - 18
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/9043.html
KW - Variational inequality, quasi-Newton method, global convergence, superlinear convergence.
AB - <p style="text-align: justify;">In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions, the proposed method converges globally and superlinearly.</p>