TITLE:
A Modified Newton Method Based on the Metric Projector for Solving SOCCVI Problem
AUTHORS:
Hao Liu, Juhe Sun, Li Wang
KEYWORDS:
Second-Order Cone, Variational Inequality, Metric Projector, Second-Order Sufficient Condition
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.10 No.4,
April
6,
2022
ABSTRACT: 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.