A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems

DOI10.1137/S105262340037758XMaRDI QIDQ2784427zbMATH OpenOpenAlexFDO

Authors Stephen C. Billups, Layne T. Watson

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/s105262340037758x

zbMATH Keywords

algorithmcomplementarity problemshighly nonlinear equationshomotopy methodsnonsmooth equationsnumerical examplespath followingsmoothing

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(11)

• Probability-one homotopy maps for mixed complementarity problems
• The Lagrangian globalization method for nonsmooth constrained equations
• A new auxiliary function method for systems of nonlinear equations
• A modified standard embedding with jumps in nonlinear optimization
• Nonmonotone path following methods for nonsmooth equations and complementarity problems
• A homotopy-based algorithm for mixed complementarity problems
• A globally convergent non-interior point homotopy method for solving variational inequalities
• A new proof for global convergence of a smoothing homotopy method for the nonlinear complementarity problem
• Standard embedding for linear complementarity problems
• On the calculation of a feasible point of a nonconvex set: pathfollowing with jumps
• Homotopy method for solving ball-constrained variational inequalities

Describes a project that uses

Uses Software

• MINOS
• HOMPACK
• PATH Solver
• MCPLIB

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