Homotopy methods for solving variational inequalities in unbounded sets (Q556007)

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Homotopy methods for solving variational inequalities in unbounded sets
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    Homotopy methods for solving variational inequalities in unbounded sets (English)
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    13 June 2005
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    This paper deals with a variational inequality problem (VIP) such that: \[ (x- x^*)^T F(x^*)\geq 0\quad\forall x\in X. \] The authors discuss about homotopy methods for VIPs in an unbounded set. Under classical conditions a smooth path from a given interior point of \(X\) to a solution of VIP is proven to exist. This gives a constructive proof of existence of solution and leads to an implementable globally convergent algorithm to the VIP. Extension to other conditions are also given. This paper only contains theoretical results.
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    homotopy method
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    interior point method
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    variational inequality
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    global convergence
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    unbounded set
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