**数学与系统科学研究院**

**计算数学所学术报告会**

**报告人：**
Dr. Guoxin Liu

ICMSEC

**报告题目：**

Homotopy Method for Mathematical Programs with Variational Inequality Constraints

**报告摘要：**

This work presents a homotopy method for mathematical programs with variati onal inequality constraints based on entropic perturbation. To this end, the meth od is based on transforming problem of this type into an equivalent one-level non smooth optimization problem. Further, using so-called entropic regularization, a sequence of smooth and regular problems that progressively approximate this stand ard nonsmooth program is given and then can be solved by homotopy method for nonl inear system of equations. It is shown that, a smooth curve determined by homotop y map, emanating from a known point to a K-K-T point, exists. Numerically tracing such smooth curve gives a globally convergent algorithm. Several preliminary com putational results are reported.

**报告时间：**
2005年9月21日(周三) 下午4:00--5:00

**报告地点：**科技综合楼三层311报告厅

欢迎大家参加!