A continuation method for monotone variational inequalities

DOI10.1007/BF01585559zbMath0844.90093MaRDI QIDQ1908015

Patrick T. Harker, Bintong Chen

Publication date: 28 February 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

continuation methodnonlinear complementaritymonotone variational inequality problems

Mathematics Subject Classification ID

Nonlinear programming (90C30) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (16)

A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets ⋮ A new approach to continuation methods for complementarity problems with uniform \(P\)-functions ⋮ A Kantorovich-type convergence analysis of the Newton-Josephy method for solving variational inequalities ⋮ A differentiable path-following algorithm for computing perfect stationary points ⋮ Smoothing of elliptic differential inclusions and its iterative treatment ⋮ A smoothing homotopy method for variational inequality problems on polyhedral convex sets ⋮ Path-following barrier and penalty methods for linearly constrained problems ⋮ A smoothing inexact Newton method for variational inequality problems ⋮ Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem ⋮ Solving variational inequalities by a modified projection method with an effective step-size ⋮ A primal-dual algorithm for minimizing a sum of Euclidean norms ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects ⋮ Improving the convergence of non-interior point algorithms for nonlinear complementarity problems ⋮ A globally convergent non-interior point homotopy method for solving variational inequalities ⋮ Analysis of a smoothing Newton method for second-order cone complementarity problem ⋮ A continuation method for (strongly) monotone variational inequalities

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