Implementation of a continuation method for normal maps

This paper presents an implementation of a nonsmooth continuation method of which the idea was originally put forward by Alexander et al. We show how the method can be computationally implemented and present numerical results for variational inequality problems in up to 96 variables. The research reported here was sponsored by the Air Force Office of Scientific Research, Air Force Materiel Command, USAF, under grant numbers F49620-93-1-0068 and F49620-95-1-0222, by the U.S. Army Research Office under grant number DAAH04-95-1-0149, and by the National Science Foundation under grant number CCR-9109345. The U.S. Government has certain rights in this material, and is authorized to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright notation thereon. The views and conclusions contained herein are those of the authors and should not be interpreted as necessarily representing the official policies or endorsements, either expressed or implied, of the sponsoring agencies or the U.S. Government.