Hd. Qi, A regularized smoothing Newton method for box constrained variational inequality problems with P-0-functions, SIAM J OPTI, 10(2), 2000, pp. 315-330
Based on Qi, Sun, and Zhou's smoothing Newton method, we propose a regulari
zed smoothing Newton method for the box constrained variational inequality
problem with P-0-function (P-0 BVI). The proposed algorithm generates an in
finite sequence such that the value of the merit function converges to zero
. If P-0 BVI has a nonempty bounded solution set, the iteration sequence mu
st be bounded. This result implies that there exists at least one accumulat
ion point. Under CD-regularity, we prove that the proposed algorithm has a
superlinear (quadratic) convergence rate without requiring strict complemen
tarity conditions. The main feature of our global convergence results is th
at we do not assume a priori the existence of an accumulation point. This a
ssumption is used widely in the literature due to the possible unboundednes
s of level sets of various adopted merit functions. Preliminary numerical r
esults are also reported.