Author(s)

Hao Liu, Juhe Sun, Li Wang

School of Science, Shenyang Aerospace University, Shenyang, China.

In this paper, based on the second-order sufficient condition, the Clarke's generalized Jacobian of the Karush-Kuhn-Tucker system of the second-order cone constrained variational inequality (SOCCVI) problem that is nonsingular is proved by us. A modified Newton method with Armijo line search is presented. Three illustrative examples are given to show how the modified Newton method works.

Second-Order Cone, Variational Inequality, Metric Projector, Second-Order Sufficient Condition

Liu, H. , Sun, J. and Wang, L. (2022) A Modified Newton Method Based on the Metric Projector for Solving SOCCVI Problem. Journal of Applied Mathematics and Physics, 10, 1036-1054. doi: 10.4236/jamp.2022.104071.