Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities

Data:	1998
Resum:	The D-gap function, recently introduced by Peng and further studied by Yamashita et al. , allows a smooth unconstrained minimization reformulation of the general variational inequality problem. This paper is concerned with the D-gap function for variational inequality problems over a box or, equivalently, mixed complementarily problems. The purpose of this paper is twofold. First we investigate theoretical properties in depth of the D-gap function, such as the optimality of stationary points, bounded level sets, global error bounds and generalized Hessians. Next we present a nonsmooth Gauss-Newton type algorithm for minimizing the D-gap function, and report extensive numerical results for the whole set of problems in the MCPLIB test problem collection. .
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Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Matèria:	Variational inequality problem ; Complementarity problem ; Optimization reformulation ; D-gap function
Publicat a:	Mathematical Programming, vol. 83 n. 1 (1998) p. 55-87, ISSN 0025-5610

33 p, 1.2 MB

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