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Solution differentiability and continuation of Newton's method for variational inequality problems over polyhedral sets

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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.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Johns Hopkins University, Baltimore, Maryland

    J. S. Pang (Professor)

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  1. J. S. Pang
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Communicated by A. V. Fiacco

This work was based on research supported by the National Science Foundation under Grant No. ECS-87-17968.

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Pang, J.S. Solution differentiability and continuation of Newton's method for variational inequality problems over polyhedral sets. J Optim Theory Appl 66, 121–135 (1990). https://doi.org/10.1007/BF00940536

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