Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem

Abstract

In this paper, we propose a new class of smoothing functions. Some favorable properties of the functions are investigated. By using the proposed functions, the affine variational inequality problem (AVI) is reformulated as a system of parameterized smooth equations. A Newton method with a projection-type testing procedure is proposed to solve the equations. Under mild assumptions, we show that the algorithm may find a maximally complementary solution to the monotone AVI in a finite number of iterations. Preliminary numerical results indicate that the proposed smoothing functions are valuable.