Abstract
Probability-one homotopy algorithms have strong convergence characteristics under mild assumptions. Such algorithms for mixed complementarity problems (MCPs) have potentially wide impact because MCPs are pervasive in science and engineering. A probability-one homotopy algorithm for MCPs was developed earlier by Billups and Watson based on the default homotopy mapping. This algorithm had guaranteed global convergence under some mild conditions, and was able to solve most of the MCPs from the MCPLIB test library. This paper extends that work by presenting some other homotopy mappings, enabling the solution of all the remaining problems from MCPLIB. The homotopy maps employed are the Newton homotopy and homotopy parameter embeddings.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
