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A continuation method for monotone variational inequalities |
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| Authors: | Bintong Chen Patrick T Harker |
| Institution: | (1) Department of Management and Systems, College of Business and Economics, Washington State University, 99164-4726 Pullman, WA, USA;(2) Department of Systems Engineering, School of Engineering and Applied Science, University of Pennsylvania, 19104 Philadelphia, PA, USA |
| Abstract: | This paper presents a continuation method for monotone variational inequality problems based on a new smooth equation formulation. The existence, uniqueness and limiting behavior of the path generated by the method are analyzed.This work was supported by the National Science Foundation Presidential Young Investigator Award ECE-8552773 and by a grant from the Burlington Northern Railroad. |
| Keywords: | Variational inequality Nonlinear complementarity Nonlinear programming Continuation method |
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