| Article ID: | iaor20003712 |
| Country: | Germany |
| Volume: | 50 |
| Issue: | 2 |
| Start Page Number: | 367 |
| End Page Number: | 386 |
| Publication Date: | Jan 1999 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Fukushima Masao, Peng J.-M. |
The variational inequality problem (VIP) can be reformulated as an unconstrained minimization problem through the D-gap function. It is proved that the D-gap function has bounded level sets for the strongly monotone VIP. A hybrid Newton-type method is proposed for minimizing the D-gap function. Under some conditions, it is shown that the algorithm is globally convergent and locally quadratically convergent.