A smoothing homotopy method for solving variational inequalities (Q2518571)

The paper proposes new homotopy method for solving the following variational inequality problem VIP\((X,F)\): find \(y^{*}\in X\) such that \((y - y^{*})^TF(y^{*})\geq 0\) for all \(y\in X,\) where \(X\) is a nonempty closed convex subset of \({\mathbb R}^n\) and \(F:{\mathbb R}^n\rightarrow {\mathbb R}^n\) is a continuously differentiable mapping. The homotopy equation is constructed based on the smooth approximation to Robinson's normal equation of variational inequality problem where the smooth approximation function \(p(x,\mu )\) of the projection function \(\pi _X(x)\) is an arbitrary, and such that for any \(\mu >0\) and \(x\in {\mathbb R}^n,\) one has \(p(x,\mu) \in \text{int\,}X.\) Under a weak condition on the defining mapping \(F,\) necessary for the existence of a solution to VIP\((X,F),\) and for the starting point chosen almost everywhere in \({\mathbb R}^n,\) the authors prove existence and convergence of a smooth homotopy pathway to a solution of VIP\((X,F).\) Moreover, several numerical experiments are given which indicate that the method is efficient.