A perturbation based method for variational inequality over convex polyhdedra

A perturbation based method for variational inequality over convex polyhdedra

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Article ID: iaor19972151
Country: South Korea
Volume: 20
Issue: 2
Start Page Number: 125
End Page Number: 137
Publication Date: Aug 1995
Journal: Journal of the Korean ORMS Society
Authors:
Keywords: polyhedra
Abstract:

This paper provides a locally convergent algorithm and a globally convergent algorithm for a variational inequality problem over convex polyhedra. The algorithms are based on the B (ouligand)-differentiability of the solution of a nonsmooth equation derived from the variational inequality problem. Convergences of the algorithms are achieved by the results of Pang.

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