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论文类型：期刊论文

发表时间：2011-11-01

发表刊物：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

收录刊物：Scopus、SCIE

卷号：7

期号：4

页面范围：977-989

ISSN号：1547-5816

关键字：Complementarity problems; smoothing; homotopy method

摘要：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.