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Homotopy Continuation Method for Linear Complementarity Problems

Homotopy Continuation Method for Linear Complementarity Problems
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摘要 It is well known that a linear complementarity problem (LCP) can be formulated as a system of nonsmooth equations F(x) = 0, where F is a map from Rninto itself. Using the aggregate function, we construct a smooth Newton homotopy H(x,t) = 0. Under certain assumptions, we prove the existence of a smooth path defined by the Newton homotopy which leads to a solution of the original problem, and study limiting properties of the homotopy path. It is well known that a linear complementarity problem (LCP) can be formulated as a system of nonsmooth equations F(x) = 0, where F is a map from Rninto itself. Using the aggregate function, we construct a smooth Newton homotopy H(x,t) = 0. Under certain assumptions, we prove the existence of a smooth path defined by the Newton homotopy which leads to a solution of the original problem, and study limiting properties of the homotopy path.
作者 刘国新 于波
出处 《Northeastern Mathematical Journal》 CSCD 2004年第3期309-316,共8页 东北数学(英文版)
基金 The NNSF (10071031) of Jilin Province, China.
关键词 linear complementarity aggregate function homotopy method linear complementarity, aggregate function, homotopy method
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参考文献5

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