A Hybrid Newton Method for Solving Box Constrained Variational Inequalitiy Problems Via the D-Gap Function

Abstract

A box constrained variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. A hybrid Netwon-type method is proposed for minimizing the D-gap function. Under suitable conditions, the algorithm is shown to be globally convergent and locally quadratically convergent. Some numerical results are also presented.