Solution differentiability and continuation of Newton's method for variational inequality problems over polyhedral sets |
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| Authors: | J S Pang |
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| Institution: | (1) Department of Mathematical Sciences, Johns Hopkins University, Baltimore, Maryland |
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| Abstract: | In this paper, we derive some further differentiability properties of solutions to a parametric variational inequality problem defined over a polyhedral set. We discuss how these results can be used to establish the feasibility of continuation of Newton's method for solving the variational problem in question.This work was based on research supported by the National Science Foundation under Grant No. ECS-87-17968. |
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| Keywords: | Variational inequalities generalized equations solution differentiability continuation Newton's method |
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