Homotopy method for solving variational inequalities with bounded box constraints |
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Authors: | Xiaona Fan Bo Yu |
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Affiliation: | Department of Applied Mathematics, Dalian University of Technology, Dalian, Liaoning 116024, PR China |
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Abstract: | In this paper, using the Gabriel–Moré smoothing function of the median function, a smooth homotopy method for solving nonsmooth equation reformulation of bounded box constrained variational inequality problem VIP(l,u,F) is given. Without any monotonicity condition on the defining map F, for starting point chosen almost everywhere in Rn, existence and convergence of the homotopy pathway are proven. Nevertheless, it is also proven that, if the starting point is chosen to be an interior point of the box, the proposed homotopy method can also serve as an interior point method. |
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Keywords: | 90C33 90C30 65C20 65L05 |
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