A homotopy-based algorithm for mixed complementarity problems

DOI10.1137/S1052623498337431MaRDI QIDQ2784426zbMATH OpenOpenAlexFDO

Authors Stephen C. Billups

Publication date 23 April 2002

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623498337431

zbMATH Keywords

complementarity problemshomotopy methodssmoothing

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(13)

• Probability-one homotopy maps for mixed complementarity problems
• Feasible descent algorithms for mixed complementarity problems
• Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
• A modified standard embedding with jumps in nonlinear optimization
• A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems
• A damped semismooth Newton iterative method for solving mixed linear complementarity problems
• A globally convergent non-interior point homotopy method for solving variational inequalities
• scientific article; zbMATH DE number 5564090 (Why is no real title available?)
• scientific article; zbMATH DE number 1487961 (Why is no real title available?)
• scientific article; zbMATH DE number 6311499 (Why is no real title available?)
• Standard embedding for linear complementarity problems
• On the calculation of a feasible point of a nonconvex set: pathfollowing with jumps
• On error bounds and Newton-type methods for generalized Nash equilibrium problems

Describes a project that uses

Uses Software

• QPCOMP

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