Content area

Abstract

Probability-one homotopy algorithms have strong convergence characteristics under mild assumptions. Such algorithms for mixed complementarity problems (MCP) have potentially wide impact because MCPs are pervasive in science and engineering. A probability-one homotopy algorithm for MCPs was developed earlier by Billups and Watson based on the default homotopy mapping. This algorithm had guaranteed global convergence under some mild conditions, and was able to solve most of the MCPs from the MCPLIB test library. This paper extends that work by presenting some other homotopy mappings, enabling the solution of all the remaining problems from MCPLIB. The homotopy maps employed are the Newton homotopy and homotopy parameter embeddings. [PUBLICATION ABSTRACT]

Details

Title
Probability-one homotopy maps for mixed complementarity problems
Author
Ahuja, Kapil; Watson, Layne T; Billups, Stephen C
Pages
363-375
Publication year
2008
Publication date
Dec 2008
Publisher
Springer Nature B.V.
ISSN
09266003
e-ISSN
15732894
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
215651698
Copyright
Springer Science+Business Media, LLC 2008