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: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/104652 http://hdl.handle.net/10220/25923 |
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| Institution: | Nanyang Technological University |
| Language: | English |