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A continuous method model for solving general variational inequality. (English) Zbl 1355.65084
Summary: Based on the projection operator, this paper presents a continuous method model for solving general variational inequality problems (VIPs) with bound constraints. A main feature of the proposed model is that it does not involve any form of matrix information in analysing its convergence properties. Under some reasonable assumptions, the convergence results of the proposed method model are established. Numerical results on some problems show that the proposed approach is efficient and can be applied to solve large scale VIPs with bound constraints.

MSC:
65K15 Numerical methods for variational inequalities and related problems
65L05 Numerical methods for initial value problems involving ordinary differential equations
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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