In this paper we derive efficiency estimates of the regularized Newton’s method as applied to constrained convex minimization problems and to variational inequalities. We study a one-step Newton’s method and its multistep accelerated version, which converges on smooth convex problems as O( 1 k3 ), where k is the iteration counter. We derive also the efficiency estimate of a second-order scheme ...

We study Newton’s method and method based on linearization for solving quasi-variational inequalities in a finite-dimensional real vector space. Projection methods were the most studied methods for solving quasi-variational inequalities and they have linear rates of the convergence. In the paper we establish sufficient conditions for the convergence of Newton’s method and method of linearizatio...

A new system of extended general nonlinear regularized nonconvex set-valued variational inequalities is introduced, and the equivalence between the extended general nonlinear regularized nonconvex set-valued variational inequalities and the fixed point problems is verified. Then, by this equivalent formulation, a new perturbed projection iterative algorithm with mixed errors for finding a solut...

In this paper the regularity of one-parametric optimization problems in the sense of Jongen, Jonker and Twilt is extended to one-parametric variational inequalities. The ve singularities are deened in this context and suitable indices are described around them. Many of the local properties of the singularities are also proved for this case. The generic property of the deened class of regular on...

This paper deals with the finite element approximation of a class of variational inequalities (VI) and quasi-variational inequalities (QVI) with the right-hand side depending upon the solution. We prove that the approximation is optimally accurate in L∞ combining the Banach fixed point theorem with the standard uniform error estimates in linear VIs and QVIs. We also prove that this approach ext...

In this paper we summarize a dual-time scale formulation of dynamic user equilibrium with demand growth due to Friesz et al (2008). This formulation belongs to the problem class that Pang and Stewart (2008) refer to as di¤erential variational inequalities. We also present a …xed point algorithm for computing solutions to the dual time-scale model without calculating derivatives, along with a nu...

In this paper, a new descent-projection method with a new search direction for monotone structured variational inequalities is proposed. The method is simple, which needs only projections and some function evaluations, so its computational load is very tiny. Under mild conditions on the problem’s data, the method is proved to converges globally. Some preliminary computational results are also r...

In this paper, we suggest and analyze a new system of extended regularized nonconvex variational inequalities and prove the equivalence between the aforesaid system and a fixed point problem. We introduce a new perturbed projection iterative algorithm with mixed errors to find the solution of the system of extended regularized nonconvex variational inequalities. Furthermore, under moderate assu...

In this paper, we focus on the alternating direction method, which is one of the most effective methods for solving structured variational inequalities(VI). In fact, we propose a proximal parallel alternating direction method which only needs to solve two strongly monotone sub-VI problems at each iteration. Convergence of the new method is proved under mild assumptions. We also present some pre...

We discuss in this paper local uniqueness, continuity and differentiability properties of solutions of parameterized variational inequalities (generalized equations). To this end we use two types of techniques. One approach consists in formulating variational inequalities in a form of optimization problems, based on regularized gap functions, and applying a general theory of perturbation analys...