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Homotopy Method for Solving Variational Inequalities

Author

Listed:
  • Z. Lin

    (Jilin University)

  • Y. Li

    (Jilin University)

Abstract

In this paper, a globally convergent method of finding solutions for an ordinary finite-dimensional variational inequality is presented by using a homotopy method. A numerical example is given to support this method.

Suggested Citation

  • Z. Lin & Y. Li, 1999. "Homotopy Method for Solving Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 100(1), pages 207-218, January.
    • Handle: RePEc:spr:joptap:v:100:y:1999:i:1:d:10.1023_a:1021729301331
    DOI: 10.1023/A:1021729301331
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    References listed on IDEAS

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    1. Smale, Steve, 1976. "A convergent process of price adjustment and global newton methods," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 107-120, July.
    2. C. B. Garcia & W. I. Zangwill, 1979. "An Approach to Homotopy and Degree Theory," Mathematics of Operations Research, INFORMS, vol. 4(4), pages 390-405, November.
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    Cited by:

    1. Yang Zhan & Peixuan Li & Chuangyin Dang, 2020. "A differentiable path-following algorithm for computing perfect stationary points," Computational Optimization and Applications, Springer, vol. 76(2), pages 571-588, June.
    2. Zhengyong Zhou & Bo Yu, 2014. "A smoothing homotopy method for variational inequality problems on polyhedral convex sets," Journal of Global Optimization, Springer, vol. 58(1), pages 151-168, January.

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