Embedding methods for solving variational inequalities

被引：1
|
作者：
Bouza Allende, Gemayqzel [1 ]
Still, Georg [2 ]
机构：
[1] Univ Havana, Dept Appl Math, Havana, Cuba
[2] Univ Twente, Dept Appl Math, NL-7500 AE Enschede, Netherlands
来源：
OPTIMIZATION | 2015年 / 64卷 / 09期
关键词：
genericity; non-linear complementarity constraints; one-parametric embedding; regularity; variational inequality problem; 49J40; 65K15;
D O I：
10.1080/02331934.2014.891035
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Variational inequality problems (VIP) are an important class of mathematical problems that appear in many practical situations. So, it is important to find efficient and robust numerical solution methods. An appealing idea is to embed the VIP into a one-parametric problem which, then, can be solved numerically by a path-following method. In this article, we study two different types of embeddings and we analyse their generic properties. The non-linear complementarity problem and box-constrained VIP are discussed as special cases.
引用
收藏
页码：1825 / 1839
页数：15
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