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

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

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...