Probability-one homotopy maps for mixed complementarity problems

DOI10.1007/S10589-007-9107-ZzbMATH Open1168.90617OpenAlexW2060894416MaRDI QIDQ1029634FDOQ1029634

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

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zbMATH Keywords

optimizationcomplementarityglobally convergentNewton homotopynonlinear embedding

Mathematics Subject Classification ID

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

Cites Work

• LAPACK Users' Guide
• Algorithm 777: HOMPACK90
• Title not available (Why is that?)
• Engineering and Economic Applications of Complementarity Problems
• Title not available (Why is that?)
• A convergent process of price adjustment and global Newton methods
• Modern homotopy methods in optimization
• Solving the Nonlinear Complementarity Problem by a Homotopy Method
• Probability-one homotopies in computational science
• A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems
• A homotopy-based algorithm for mixed complementarity problems
• Title not available (Why is that?)
• Continuous Homotopies for the Linear Complementarity Problem

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

Uses Software

• HOMPACK90
• LAPACK
• CLAPACK
• MINOS
• MCPLIB

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