Homotopy methods for solving variational inequalities in unbounded sets (Q556007)
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scientific article; zbMATH DE number 2175136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homotopy methods for solving variational inequalities in unbounded sets |
scientific article; zbMATH DE number 2175136 |
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Homotopy methods for solving variational inequalities in unbounded sets (English)
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13 June 2005
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This paper deals with a variational inequality problem (VIP) such that: \[ (x- x^*)^T F(x^*)\geq 0\quad\forall x\in X. \] The authors discuss about homotopy methods for VIPs in an unbounded set. Under classical conditions a smooth path from a given interior point of \(X\) to a solution of VIP is proven to exist. This gives a constructive proof of existence of solution and leads to an implementable globally convergent algorithm to the VIP. Extension to other conditions are also given. This paper only contains theoretical results.
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homotopy method
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interior point method
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variational inequality
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global convergence
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unbounded set
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