Indexed by:期刊论文

Date of Publication:2011-12-01

Journal:OPTIMIZATION METHODS & SOFTWARE

Included Journals:SCIE、EI、Scopus

Volume:26

Issue:6

Page Number:933-943

ISSN No.:1055-6788

Key Words:variational inequality; non-interior homotopy method; global convergence

Abstract:In this paper, to solve the equivalent Karush-Kuhn-Tucker system of a variational inequality problem (VIP) in a unbounded set, a new homotopy is constructed. Existence and global convergence of the homotopy path, starting at almost any point which is not necessarily an interior point, are proved. Numerically tracing the homotopy path gives a non-interior point homotopy method for solving the VIP. Numerical tests are given to show the effectiveness of the proposed method.