A superlinearly convergent smoothing newton continuation algorithm for variational inequalities over definable sets

• Main Authors: Chua, Chek Beng, Hien, L. T. K.
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2015
• Subjects: DRNTU::Science::Mathematics::Applied mathematics::Optimization
• Online Access: https://hdl.handle.net/10356/104652; http://hdl.handle.net/10220/25923
• Institution: Nanyang Technological University

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...