SOLUTION DIFFERENTIABILITY AND CONTINUATION OF NEWTON METHOD FOR VARIATIONAL INEQUALITY PROBLEMS OVER POLYHEDRAL-SETS

被引：17

作者：

PANG, JS

机构：

[1] Department of Mathematical Sciences, Johns Hopkins University, Baltimore, Maryland

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1990年 / 66卷 / 01期

关键词：

continuation; generalized equations; Newton's method; solution differentiability; Variational inequalities;

D O I：

10.1007/BF00940536

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we derive some further differentiability properties of solutions to a parametric variational inequality problem defined over a polyhedral set. We discuss how these results can be used to establish the feasibility of continuation of Newton's method for solving the variational problem in question. © 1990 Plenum Publishing Corporation.

引用

页码：121 / 135

页数：15

共 22 条

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