C. Kanzow et M. Fukushima, Solving box constrained variational inequalities by using the natural residual with D-gap function globalization, OPER RES L, 23(1-2), 1998, pp. 45-51
We present a new method for the solution of the box constrained variational
inequality problem (BVIP). Basically, this method is a nonsmooth Newton me
thod applied to a reformulation of BVIP as a system of nonsmooth equations
involving the natural residual. The method is globalized by using the D-gap
function. We show that the proposed algorithm is globally and fast locally
convergent. Moreover, if the problem is described by an affine function, t
he algorithm has a finite termination property. Numerical results for some
large-scale variational inequality problems are reported. (C) 1998 Elsevier
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