Name
Title | ||
|---|---|---|
Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition |
Abstract | ||
|---|---|---|
For P0-complementarity problems, most existing non--interior-point path-following methods require the existence of a strictly feasible point. (For a P*-complementarity problem, the existence of a strictly feasible point is equivalent to the nonemptyness and the boundedness of the solution set.) In this paper, we propose a new homotopy formulation for complementarity problems by which a new non--interior-point continuation trajectory is generated. The existence and the boundedness of this non--interior-point trajectory for P0-complementarity problems are proved under a very mild condition that is weaker than most conditions used in the literature. One prominent feature of this condition is that it may hold even when the often-assumed strict feasibility condition fails to hold. In particular, for a P*-problem it turns out that the new non--interior-point trajectory exists and is bounded if and only if the problem has a solution. We also study the convergence of this trajectory and characterize its limiting point as the parameter approaches zero. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1137/S0363012900372477 | SIAM J. Control and Optimization |
Keywords | Field | DocType |
interior point,complementarity problem,interior point method | Mathematical optimization,Mathematical analysis,Feasibility condition,Complementarity theory,Solution set,Mixed complementarity problem,Homotopy,Interior point method,Mathematics,Trajectory,Bounded function | Journal |
Volume | Issue | ISSN |
40 | 3 | 0363-0129 |
Citations | PageRank | References |
6 | 0.52 | 11 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yun-Bin Zhao | 1 | 117 | 16.22 |
| Duan Li | 2 | 56 | 12.31 |