An Euler--Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities

DOI10.1137/120876915zbMath1272.49012OpenAlexW2048100837WikidataQ58296743 ScholiaQ58296743MaRDI QIDQ2848567

Mikhail I. Krastanov, Asen L. Dontchev, R. Tyrrell Rockafellar, Vladimir M. Veliov

Publication date: 26 September 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c64a6ba045d724b612bd13cb06372c1bf496c0a5

zbMATH Keywords

variational inequalityerror estimatestrong regularityeconomic equilibriumEuler-Newton continuation

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Variational inequalities (49J40) Newton-type methods (49M15) Set-valued and variational analysis (49J53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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