A continuation method for monotone variational inequalities

A continuation method for monotone variational inequalities

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Article ID: iaor19971099
Country: Netherlands
Volume: 69
Issue: 2
Start Page Number: 237
End Page Number: 253
Publication Date: Aug 1995
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: programming: nonlinear
Abstract:

This paper presents a continuation method for monotone variational inequality problems based on a new smooth equation formulation. The existence, uniqueness and limiting behavior of the path generated by the method are analyzed.

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