Homotopy method for solving variational inequalities with bounded box constraints Original Research Article

In this paper, using the Gabriel–Moré smoothing function of the median function, a smooth homotopy method for solving nonsmooth equation reformulation of bounded box constrained variational inequality problem VIP(l,u,Fl,u,F) is given. Without any monotonicity condition on the defining map FF, for starting point chosen almost everywhere in RnRn, existence and convergence of the homotopy pathway are proven. Nevertheless, it is also proven that, if the starting point is chosen to be an interior point of the box, the proposed homotopy method can also serve as an interior point method.