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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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/10356/63797 |
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| Institution: | Nanyang Technological University |
| Language: | English |