The Nonlocal Newton's Method for Monotone Variational Inequalities on a Polyhedron |
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| Authors: | V. M. Panin V. V. Skopetskii |
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| Affiliation: | (1) Institute of Applied System Analysis, Ministry of Education and Science of Ukraine, Kiev, Ukraine;(2) Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine |
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| Abstract: | A nonlocally converging Newton method is developed in the paper. In this method, a solution of one approximating linear variational inequality is used on an iteration. The method is more efficient as compared with the existing Newton-type algorithms. |
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| Keywords: | variational inequalities Newton method nonlocal convergence linear constraints objective function |
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