## A Semismooth Newton Method For Variational Inequalities: Theoretical Results And Preliminary Numerical Experience (1997)

Citations: | 33 - 10 self |

### BibTeX

@MISC{Facchinei97asemismooth,

author = {Francisco Facchinei and Andreas Fischer and Christian Kanzow},

title = {A Semismooth Newton Method For Variational Inequalities: Theoretical Results And Preliminary Numerical Experience},

year = {1997}

}

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### OpenURL

### Abstract

Variational inequalities over sets defined by systems of equalities and inequalities are considered. A continuously differentiable 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 rate. Preliminary numerical results showing viability of the approach are reported.