A continuation method for monotone variational inequalities
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Publication:1908015
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)
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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