A Semismooth Newton Method for Variational Inequalities: Theoretical Results and Preliminary Numerical Experience

@inproceedings{Facchinei1997ASN,
  title={A Semismooth Newton Method for Variational Inequalities: Theoretical Results and Preliminary Numerical Experience},
  author={Francisco Facchinei and Christian Kanzow},
  year={1997}
}
Variational inequalities over sets deened by systems of equalities and inequalities are considered. A continuously diierentiable merit function is proposed whose unconstrained minima coincide with the KKT-points of the variational inequality. A detailed study of its properties is carried out showing that under mild assumptions this reformulation possesses many desirable features. A simple algorithm is proposed for which it is possible to prove global convergence and a fast local convergence… CONTINUE READING