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• W2169123863 abstract "In this paper we give an Inexact Interior Point method to solve finitedimensional variational inequality problems for monotone functions and polyhedral sets. At each iteration the linear system that determines the search direction is solved inexactly, by using a linear iterative solver with an ad hoc stopping criterion. We discuss algorithmic issues concerning the solution of several subproblems arising in the formulation of the method, including: form of the linear systems to be solved, choice of the accuracy in the solution of these systems, strategy for satisfying centering and descent conditions. Not surprisingly, all these choices can affect the actual performance of the method, both in terms of reliability and efficiency. We describe the practical and theoretical considerations behind the decisions included in our implementation. Results of the numerical experimentation on several well known test problems are given. They confirm the effectiveness of the proposed algorithm." @default.
• W2169123863 created "2016-06-24" @default.
• W2169123863 creator A5009343830 @default.
• W2169123863 creator A5074617149 @default.
• W2169123863 date "2006-01-07" @default.
• W2169123863 modified "2023-09-26" @default.
• W2169123863 title "On the Numerical Solution of Finite-Dimensional Variational Inequalities by an Interior Point Method" @default.
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• W2169123863 doi "https://doi.org/10.1007/0-306-48026-3_1" @default.
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