Indexed by:期刊论文

Date of Publication:2011-11-01

Journal:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

Included Journals:Scopus、SCIE

Volume:7

Issue:4

Page Number:977-989

ISSN No.:1547-5816

Key Words:Complementarity problems; smoothing; homotopy method

Abstract:In this paper, a probability-one homotopy method for solving mixed complementarity problems is proposed. The homotopy equation is constructed by using the Robinson's normal equation of mixed complementarity problem and a C(2)-smooth approximation of projection function. Under the condition that the mixed complementarity problem has no solution at infinity, which is a weaker condition than several well-known ones, existence and convergence of a smooth homotopy path from almost any starting point in R(n) are proven. The homotopy method is implemented in Matlab and numerical results on the MCPLIB test collection are given.