A Globally Convergent Probability-One Homotopy for Linear Programs with Linear Complementarity Constraints

DOI10.1137/11082868XzbMath1282.65072OpenAlexW2018826703MaRDI QIDQ2848190

David R. Easterling, Stephen C. Billups, Layne T. Watson, John E. Mitchell

Publication date: 25 September 2013

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

Full work available at URL: https://doi.org/10.1137/11082868x

zbMATH Keywords

global convergencenumerical resultslinear programconstraint qualificationhomotopy algorithmprobability-one homotopycomplementary constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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