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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This work was supported by the National Science Foundation Presidential Young Investigator Award ECE-8552773 and by a grant from the Burlington Northern Railroad.
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Chen, B., Harker, P.T. A continuation method for monotone variational inequalities. Mathematical Programming 69, 237–253 (1995). https://doi.org/10.1007/BF01585559
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DOI: https://doi.org/10.1007/BF01585559