A continuous deformation algorithm for variational inequality problems on polytopes

A continuous deformation algorithm for variational inequality problems on polytopes

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Article ID: iaor19961284
Country: Netherlands
Volume: 64
Issue: 1
Start Page Number: 103
End Page Number: 122
Publication Date: Mar 1994
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

A continuous deformation algorithm is proposed for solving a variational inequality probelm on a polytope K. The algorithm embeds the polytope K into K×[0,•) and starts by applying a variable dimension algorithm on K×{0} until an approximate solution is found on K×{0}. Then by tracing the path of solutions of a system of equations the algorithm virtually follows a path of approximate solution in K×[0,•). When the path in K×[0,•) returns to level 0, i.e., K×{0}, the variable dimension algorithm is again used until a new approximate solution is found on K×{0}. The set K×[0,•) is triangulated so that the approximate solution on the path improves the accuracy as the level increases. A contrivance for a practical implementation of the algorithm is proposed and tested for some test problems.

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