Implementation of a continuation method for normal maps

Implementation of a continuation method for normal maps

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Article ID: iaor1998955
Country: Netherlands
Volume: 76
Issue: 3
Start Page Number: 563
End Page Number: 578
Publication Date: Mar 1997
Journal: Mathematical Programming
Authors: ,
Keywords: nonsmooth optimization
Abstract:

This paper presents an implementation of a nonsmooth continuation method of which the idea was originally put forward by Alexander et al. We show how the method can be computationally implemented and present numerical results for variational inequality problems in up to 96 variables.

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