解一类变分不等式问题的半内点同伦方法

Journal of Jilin University Science Edition ›› 2022, Vol. 60 ›› Issue (1): 79-0084.

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Semi-interior Point Homotopy Method for Solving a Class of Variational Inequality Problems

HE Fei¹, SHANG Yufeng², WU Rui¹

1. Department of Mathematics, Changchun University of Finance and Economics, Changchun 130122, China; 2. College of Economics, Changchun University of Finance and Economics, Changchun 130122, China

Received:2021-04-23 Online:2022-01-26 Published:2022-01-26

Abstract

Abstract: We solved a semi-interior point combined homotopy equation for variational Inequality problems with inequality and inequality constraints. Under weak conditions, we proved the existence, boundedness and convergence of homotopy paths starting from any point in Rⁿ, and verified the feasibility and effectiveness of the semi-interior point combined homotopy method for solving variational inequality problems with equality and inequality constraints by using numerical examples.

Key words: non-interior homotopy method, variational inequality, global convergence

CLC Number:

O221.2

HE Fei, SHANG Yufeng, WU Rui. Semi-interior Point Homotopy Method for Solving a Class of Variational Inequality Problems[J].Journal of Jilin University Science Edition, 2022, 60(1): 79-0084.

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Semi-interior Point Homotopy Method for Solving a Class of Variational Inequality Problems

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