A path-following framework on fiber bundle for variational inequalities
The paper proposes a path-following framework for finite-dimensional variational inequalities with arbitrary continuous mappings and polytope domains. It transforms a general VI into a smooth VI on a simplex and formulates it on a fiber bundle called the fixed-point bundle, which integrates initialization, path-following, and singularity avoidance. The framework is claimed to guarantee global linear convergence for nonsingular solutions and convergence to any prescribed precision for singular ones, without monotonicity assumptions. Experiments on 6400 random instances up to dimension 1024 reached precision 1e-5 in every case.
Open original source huggingface.coOne primary source; other links are context, not independent corroboration.
- Primary sourceHugging Face Daily Papers
- Discovery linkHugging Face
- Linked in sourceView arXiv page
- Linked in sourceView PDF
- Linked in sourcehttps://github.com/shb20tsinghua/FiberBundle_VI
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The paper proposes a path-following framework for finite-dimensional variational inequalities with arbitrary continuous mappings and polytope domains. It transforms a general VI into a smooth VI on a simplex and formulates it on a fiber bundle called the fixed-point bundle, which integrates initialization, path-following, and singularity avoidance. The framework is claimed to guarantee global linear convergence for nonsingular solutions and convergence to any prescribed precision for singular ones, without monotonicity assumptions. Experiments on 6400 random instances up to dimension 1024 reached precision 1e-5 in every case.
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Key findings from the stored brief
- The method transforms a general variational inequality into a smooth VI on a simplex before path-following.
- At singular points, the algorithm jumps along the fiber to a nonsingular point and continues.
- Global linear convergence is claimed for nonsingular solutions, and up to any prescribed precision for singular ones.
- On 6400 random instances with dimensions up to 1024, the gap was reduced below 1e-5.
Experimental evidence is limited to randomly generated instances; source claims not independently checked.
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Evidence & sources
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Why this may matter
General-purpose algorithms with global convergence guarantees for variational inequalities, without monotonicity assumptions, have been a long-standing challenge. A framework that handles singular solutions could broaden the class of problems solvable with such guarantees, including equilibrium computation.
Limits and open questions
Experimental evidence is limited to randomly generated instances; source claims not independently checked.
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