Homotopy method for solving ball-constrained variational inequalities

被引:4
作者
Fan, Xiaona [1 ]
Yan, Qinglun [1 ]
机构
[1] Nanjing Univ Posts & Telecommun, Coll Sci, Nanjing 210046, Jiangsu, Peoples R China
基金
中国博士后科学基金;
关键词
Variational inequality; Nonsmooth equation; Smoothing method; Homotopy method; Global convergence; NONLINEAR COMPLEMENTARITY-PROBLEMS; ALGORITHM; CODES; SUITE; MAPS;
D O I
10.1016/j.na.2010.09.041
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we present a smoothing homotopy method for solving ball-constrained variational inequalities by utilizing a similar Chen-Harker-Kanzow-Smale function to smooth Robinson's normal equation. Without any monotonicity condition on the defining map F, for the starting point chosen almost everywhere in R-n, the existence and convergence of the homotopy pathway are proven. Numerical experiments illustrate that the method is feasible and effective. Crown Copyright (C) 2010 Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码:1539 / 1544
页数:6
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