An inexact non-interior continuation method for variational inequalities and differential properties of euclidean projection onto power cone

In the first part of this thesis, using barrier based smoothing approximation, we extend the non-interior continuation method proposed in [B. Chen and N. Xiu, SIAM J. Optim. 9(1999), 605--623] for complementarity problem over non-negative orthant to an inexact non-interior continuation method for va...

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Bibliographic Details
Main Author: Khanh Hien, Le Thi
Other Authors: Chua Chek Beng
Format: Theses and Dissertations
Language:English
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10356/63797
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Institution: Nanyang Technological University
Language: English