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| Content Provider | Springer Nature Link |
|---|---|
| Author | Kanzow, Christian Jiang, Houyuan |
| Copyright Year | 1998 |
| Abstract | We consider the variational inequality problem, denoted by VIP(X, F), whereF is a strongly monotone function and the convex setX is described by some inequality (and possibly equality) constraints. This problem is solved by a continuation (or interior-point) method, which solves a sequence of certain perturbed variational inequality problems. These perturbed problems depend on a parameterμ > 0. It is shown that the perturbed problems have a unique solution for all values ofμ > 0, and that any sequence generated by the continuation method converges to the unique solution of VIP(X,F) under a well-known linear independence constraint qualification (LICQ). We also discuss the extension of the continuation method to monotone variational inequalities and present some numerical results obtained with a suitable implementation of this method. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V. |
| Starting Page | 103 |
| Ending Page | 125 |
| Page Count | 23 |
| File Format | |
| ISSN | 00255610 |
| Journal | Mathematical Programming |
| Volume Number | 81 |
| Issue Number | 1 |
| e-ISSN | 14364646 |
| Language | English |
| Publisher | Springer-Verlag |
| Publisher Date | 1998-01-01 |
| Publisher Place | Berlin, Heidelberg |
| Access Restriction | One Nation One Subscription (ONOS) |
| Subject Keyword | Variational inequality problems Strongly monotone functions Monotone functions Continuation methods Interior-point methods Mathematics of Computing Numerical Analysis Combinatorics Calculus of Variations and Optimal Control Optimization Mathematical and Computational Physics Mathematical Methods in Physics Numerical and Computational Methods Operation Research/Decision Theory |
| Content Type | Text |
| Resource Type | Article |
| Subject | Mathematics Software |
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