A new homotopy method for solving non-linear complementarity problems

被引：20

作者：

Xu, Qing ^{[1
]}

Dang, Chuangyin ^{[2
]}

机构：

[1] Fudan Univ, Sch Management, Shanghai 200433, Peoples R China

[2] City Univ Hong Kong, Dept Mfg Engn & Engn Management, Kowloon, Hong Kong, Peoples R China

来源：

OPTIMIZATION | 2008年 / 57卷 / 05期

基金：

中国国家自然科学基金;

关键词：

non-linear complementarity; homotopy; path-following; continuation method; global convergence;

D O I：

10.1080/02331930802355317

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this article, a new homotopy method is proposed for solving the non-linear complementarity problem. An existence condition for a finite homotopy path is derived from the limiting behaviours of the complementarity mapping at infinity. This condition is different from any existing ones in the literature and can be easily verified. The method guarantees the existence of a solution to the non-linear complementarity problem without the mapping being P-0 or monotone. Numerical results show that the method is effective and efficient.

引用

页码：681 / 689

页数：9

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