%A Christian Kanzow
%A Masao Fukushima
%T Solving box constrained variational inequalities by using the natural residual with D-gap function globalization
%D November 1997
%R 97-14
%I COMPUTER SCIENCES DEPARTMENT, UNIVERSITY OF WISCONSIN
%C MADISON, WI
%X
We present a new method for the solution of the box constrained variational
inequality problem, BVIP for short. Basically, this method is a nonsmooth
Newton method applied to a reformulation of BVIP as a system of nonsmooth
equations involving the natural residual. The method is globalized by using
the D-gap function. We show that the proposed algorithm is globally and
fast locally convergent. Moreover, if the problem is described by an affine
function, the algorithm has a finite termination property. Numerical results
for some large-scale variational inequality problems are reported.