A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets
In this paper, we use the concept of barrier-based smoothing approximations introduced by Chua and Li [SIAM J. Optim., 23 (2013), pp. 745--769] to extend the smoothing Newton continuation algorithm of Hayashi, Yamashita, and Fukushima [SIAM J. Optim., 15 (2005), pp. 593--615] to variational inequali...
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Main Authors: | Chua, Chek Beng, Hien, L. T. K. |
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Other Authors: | School of Physical and Mathematical Sciences |
Format: | Article |
Language: | English |
Published: |
2015
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Online Access: | https://hdl.handle.net/10356/103355 http://hdl.handle.net/10220/38744 |
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Institution: | Nanyang Technological University |
Language: | English |
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