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个人信息Personal Information
教授
博士生导师
硕士生导师
性别：男
毕业院校：吉林大学
学位：博士
所在单位：数学科学学院
学科：计算数学. 金融数学与保险精算
电子邮箱：yubo@dlut.edu.cn
A globally convergent non-interior point homotopy method for solving variational inequalities
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论文类型：期刊论文
发表时间：2011-12-01
发表刊物：OPTIMIZATION METHODS & SOFTWARE
收录刊物：SCIE、EI、Scopus
卷号：26
期号：6
页面范围：933-943
ISSN号：1055-6788
关键字：variational inequality; non-interior homotopy method; global convergence
摘要：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.