A Gauss-Seidel iteration method for nonlinear variational inequality problems over rectangles

Abstract

This paper presents a simple yet practically useful Gauss-Seidel iterative method for solving a class of nonlinear variational inequality problems over rectangles and of nonlinear complementarity problems. This scheme is a nonlinear generalization of a robust iterative method for linear complementarity problems developed by Mangasarian. Global convergence is presented for problems with Z-functions. It is noted that the suggested method can be viewed as a specific case of a class of linear approximation methods studied by Pang and others. © 1982.