Embedding methods for solving variational inequalities

G. Bouza Allende; Georg J. Still

doi:10.1080/02331934.2014.891035

Embedding methods for solving variational inequalities

G. Bouza Allende, Georg J. Still

Discrete Mathematics and Mathematical Programming

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Abstract

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.

Original language	English
Pages (from-to)	1825-1839
Number of pages	15
Journal	Optimization
Volume	64
Issue number	9
DOIs	https://doi.org/10.1080/02331934.2014.891035
Publication status	Published - 2015

Keywords

EWI-26413
IR-98156
METIS-315001
2023 OA procedure

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10.1080/02331934.2014.891035

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AB - 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.

KW - EWI-26413

KW - IR-98156

KW - METIS-315001

KW - 2023 OA procedure

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DO - 10.1080/02331934.2014.891035

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JO - Optimization

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Embedding methods for solving variational inequalities

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Keywords

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