A penalty approach for a box constrained variational inequality problem

[摘要] We propose a penalty approach for a box constrained variational inequality problem $(\rmBVIP)$. 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 $\rm BVIP$ 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.

[学科分类] 应用数学

[关键词] box constrained variational inequality problem;power penalty approach;strongly monotone operator