A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems

DOI10.1137/S105262340037758XzbMath1040.65043OpenAlexW2091232764MaRDI QIDQ2784427

Stephen C. Billups, Layne T. Watson

Publication date: 23 April 2002

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s105262340037758x

zbMATH Keywords

algorithmsmoothingnumerical examplesnonsmooth equationspath followingcomplementarity problemshomotopy methodshighly nonlinear equations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20)

Related Items

Homotopy method for solving ball-constrained variational inequalities ⋮ On the calculation of a feasible point of a nonconvex set: pathfollowing with jumps ⋮ The Lagrangian globalization method for nonsmooth constrained equations ⋮ A New Proof for Global Convergence of a Smoothing Homotopy Method for the Nonlinear Complementarity Problem ⋮ A new auxiliary function method for systems of nonlinear equations ⋮ A globally convergent non-interior point homotopy method for solving variational inequalities ⋮ Probability-one homotopy maps for mixed complementarity problems ⋮ Unnamed Item ⋮ A modified standard embedding with jumps in nonlinear optimization

Uses Software

• MINOS
• HOMPACK
• PATH Solver
• MCPLIB

This page was built for publication: A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems