A globally convergent probability-one homotopy for linear programs with linear complementarity constraints (Q2848190)
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scientific article; zbMATH DE number 6211577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A globally convergent probability-one homotopy for linear programs with linear complementarity constraints |
scientific article; zbMATH DE number 6211577 |
Statements
25 September 2013
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constraint qualification
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global convergence
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homotopy algorithm
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linear program
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probability-one homotopy
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complementary constraints
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numerical results
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A globally convergent probability-one homotopy for linear programs with linear complementarity constraints (English)
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The authors present a family of relaxations of linear programs with linear complementarity constraints and a nonlinear homotopy map. This map is a globally convergent probability-one homotopy map under existence and nondegeneracy assumptions. Some preliminary numerical results on very small problems are provided to illustrate several aspects of the proposed homotopy algorithm.
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