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An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities.

Asen L. DontchevMikhail KrastanovR. Tyrrell RockafellarVladimir M. Veliov
Published in: SIAM J. Control. Optim. (2013)
Keyphrases
  • variational inequalities
  • sensitivity analysis
  • objective function
  • optimal solution
  • dynamic programming
  • probabilistic model
  • sufficient conditions
  • convergence rate
  • numerical methods
  • linear equations