Abstract
In this paper, to solve the equivalent Karush–Kuhn–Tucker system of a variational inequality problem (VIP) in a unbounded set, a new homotopy is constructed. Existence and global convergence of the homotopy path, starting at almost any point which is not necessarily an interior point, are proved. Numerically tracing the homotopy path gives a non-interior point homotopy method for solving the VIP. Numerical tests are given to show the effectiveness of the proposed method.
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