Probability-one homotopy maps for mixed complementarity problems

DOI10.1007/S10589-007-9107-ZMaRDI QIDQ1029634zbMATH OpenOpenAlexFDO

Authors Kapil Ahuja, Layne T. Watson, Stephen C. Billups

Publication date 13 July 2009

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10919/31539

zbMATH Keywords

optimizationcomplementarityglobally convergentNewton homotopynonlinear embedding

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A homotopy-based algorithm for mixed complementarity problems
• A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems
• A globally convergent probability-one homotopy for linear programs with linear complementarity constraints
• Probability-one homotopies in computational science
• scientific article; zbMATH DE number 1487961

Cites work

• scientific article; zbMATH DE number 996424 (Why is no real title available?)
• scientific article; zbMATH DE number 47206 (Why is no real title available?)
• scientific article; zbMATH DE number 3598680 (Why is no real title available?)
• A convergent process of price adjustment and global Newton methods
• A homotopy-based algorithm for mixed complementarity problems
• A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems
• Algorithm 777: HOMPACK90
• Continuous Homotopies for the Linear Complementarity Problem
• Engineering and Economic Applications of Complementarity Problems
• LAPACK Users' Guide
• Modern homotopy methods in optimization
• Probability-one homotopies in computational science
• Solving the Nonlinear Complementarity Problem by a Homotopy Method

Cited in

(5)

• A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems
• A globally convergent non-interior point homotopy method for solving variational inequalities
• A globally convergent probability-one homotopy for linear programs with linear complementarity constraints
• Exploring collision-free path planning by using homotopy continuation methods
• A homotopy-based algorithm for mixed complementarity problems

Describes a project that uses

Uses Software

• MCPLIB
• MINOS
• CLAPACK
• LAPACK
• HOMPACK90

This page was built for publication: Probability-one homotopy maps for mixed complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1029634)