On the geometry of paths generated by PL homotopy methods

DOI10.1007/BF02216827MaRDI QIDQ2641223zbMATH OpenFDO

Authors Zeke Wang

Publication date 1990

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02216827

zbMATH Keywords

absolute feasibilityComplementary pivotingpiecewise linear homotopy methods

Mathematics Subject Classification ID

Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

Review text

PL (piecewise linear) homotopy methods are effective numerical methods for highly nonlinear problems. Complementary pivoting is the basic procedure of the methods. This paper discusses in detail the geometric structure of the methods and shows that the paths generated by the pivoting are simple paths of dimension two. Thus the discussion sets up in some sense the absolute feasibility of the PL homotopy methods.

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Cites work

• A PL homotopy for finding all the roots of a polynomial
• Computation of all solutions to a system of polynomial equations
• Finding all solutions to polynomial systems and other systems of equations
• Simplicial and Continuation Methods for Approximating Fixed Points and Solutions to Systems of Equations
• The computation of fixed points and applications
• The Solution of Systems of Piecewise Linear Equations

Cited in

(9)

• Rudiments of an average case complexity theory for piecewise-linear path following algorithms
• Notes on computation of Kakutani fixed points
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• A PL homotopy continuation method with the use of an odd map for the artificial level
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• A comparative study of the PL homotopy and BFGS methods for some nonsmooth optimization problems
• A geometrical interpretation of the without-exception feasibility of PL homotopy methods

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