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- Title
A Penalty Approach for a Box Constrained Variational Inequality Problem.
- Authors
Kebaili, Zahira; Benterki, Djamel
- Abstract
We propose a penalty approach for a box constrained variational inequality problem (BVIP). This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of BVIP when the function F involved is continuous and strongly monotone and the box C contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on some examples are satisfactory and confirm the theoretical approach.
- Subjects
NONLINEAR equations; MONOTONE operators; PENALTY boxes; MATHEMATICAL functions; ALGORITHMS
- Publication
Applications of Mathematics, 2018, Vol 63, Issue 4, p439
- ISSN
0862-7940
- Publication type
Article
- DOI
10.21136/AM.2018.0334-17