@Article{JCM-18-289, author = {Yang , Yu-Fei and Li , Dong-Hui}, title = {Broyden's Method for Solving Variational Inequalities with Global and Superlinear Convergence}, journal = {Journal of Computational Mathematics}, year = {2000}, volume = {18}, number = {3}, pages = {289--304}, abstract = {

In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions, the proposed method converges globally and superlinearly.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9043.html} }