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A Homotopy-Based Algorithm for Mixed Complementarity Problems
This paper develops an algorithm for solving mixed complementarity problems that is based upon probability-one homotopy methods. After the complementarity problem is reformulated as a system of nonsmooth equations, a homotopy method is used to solve a sequence of smooth approximations to this system...
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| Published in: | SIAM journal on optimization 2002, Vol.12 (3), p.583-605 |
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| Format: | Article |
| Language: | English |
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| cited_by | cdi_FETCH-LOGICAL-c336t-6602cef0471063355cf2f11da800dd73616bae0767b7bd3fba0200a42bb3c8083 |
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| cites | cdi_FETCH-LOGICAL-c336t-6602cef0471063355cf2f11da800dd73616bae0767b7bd3fba0200a42bb3c8083 |
| container_end_page | 605 |
| container_issue | 3 |
| container_start_page | 583 |
| container_title | SIAM journal on optimization |
| container_volume | 12 |
| creator | Billups, Stephen C. |
| description | This paper develops an algorithm for solving mixed complementarity problems that is based upon probability-one homotopy methods. After the complementarity problem is reformulated as a system of nonsmooth equations, a homotopy method is used to solve a sequence of smooth approximations to this system of equations. The global convergence properties of this approach are qualitatively different from those of other recent methods, which rely upon decrease of a merit function. This enables the algorithm to reliably solve certain classes of problems that prove troublesome for other methods. To improve efficiency, the homotopy algorithm is embedded in a generalized Newton method. |
| doi_str_mv | 10.1137/S1052623498337431 |
| format | article |
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| fulltext | fulltext |
| identifier | ISSN: 1052-6234 |
| ispartof | SIAM journal on optimization, 2002, Vol.12 (3), p.583-605 |
| issn | 1052-6234 1095-7189 |
| language | eng |
| recordid | cdi_proquest_journals_920668165 |
| source | ABI/INFORM Global; LOCUS - SIAM's Online Journal Archive |
| subjects | Algorithms Approximation Methods |
| title | A Homotopy-Based Algorithm for Mixed Complementarity Problems |
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