A Newton-type method for quadratic programming problem and variational equilibrium problem

The active-set Newton method developed earlier by the author and her supervisor for mixed complementarity problems is applied to solving the quadratic programming problem with a positive definite matrix of the objective function and for variational equilibrium problem. A theoretical justification is given to the fact that the method is guaranteed to find the exact solution in a finite number of steps. Numerical results indicate that this approach is competitive with other available methods as for quadratic programming problems and for variational equilibrium problem. © 2019 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0/) Peer-review under responsibility of the scientific committee of the 13th International Symposium “Intelligent Systems” (INTELS'18).