基于Taji引入的一类可微的简单边界约束的严格单调变分不等式问题的势函数,本文提出了仿射变换内点信赖域类修正牛顿法.进一步,作者不仅从理论上证明了该算法的整体收敛性,并且在合理的假设条件下,给出了算法具有局部二次收敛速率.
Based on a differentiable merit function proposed by Taji et al. in "Math. Prog. Stud., 58, 1993, 369-383", we present an affine scaling interior trust region-type modification of Newton method for the strictly monotone variational inequality problem with simple bounds on variables. Theoretical analysis are given which prove that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions.