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A semismooth Newton method for variational inequalities: The case of box constraints. (English) Zbl 0886.90152

Ferris, Michael C. (ed.) et al., Complementarity and variational problems. State of the art. Proceedings of the international conference, Baltimore, MD, USA, November 1–4, 1995. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. 76-90 (1997).
Summary: We consider a semismooth Newton method for the solution of box constrained variational inequalities. The algorithm is a specialization of a more general one introduced by the authors for arbitrarily constrained variational inequalities. Exploiting the special structure of the box constraints, stronger convergence results are obtained than for the general algorithm. Moreover, numerical results are reported for all examples from the MCPLIB and GAMSLIB test problem collections.
For the entire collection see [Zbl 0863.00054].

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
49J40 Variational inequalities
90C30 Nonlinear programming
65H10 Numerical computation of solutions to systems of equations
49M37 Numerical methods based on nonlinear programming

Software:

MCPLIB
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