A stable homotopy approach to horizontal linear complementarity problems

• Autorzy: Ralph D.
• Języki publikacji: EN

Abstrakty

EN

We are interested in the solution of Horizontal Linear Complementarity Problems, HLCPs, that is complementarity problems with more variables than equations. Globally metrically regular HLCPs have nonempty solution sets that are stable with respect to "right-hand-side perturbations" of the data, hence are numerically attractive. The main purpose of the paper is to show how the stability on conditioning properties of globally metrically regular HLCPs are preserved by a homotopy framework for solving the HLCP that finds a "stable" direcaion at each iteration as a local minimizer of a strongly convex quadratic program with linear complementarity constraints, QPCC. Apart from intrinsic interest in numerical solution of HLCPs, this investigation has application in solving horizontal nonlinear complementarity problems and more broadly in the area of mathematical programs with complementarity constraints, MPCCs.

Słowa kluczowe

EN

active set method; global metric regularity; homotopy method; horizontal linear complementarity problem; mathematical program with complementarity constraints; MPCC; MPCC-LICQ; MPEC; path following; piecewise affine system; pseudo-Lipschitz continuity; QPCC; stable solution

PL

ciągłość pseudo-Lipschitza; metoda homotopii; rozwiązanie stałe; system kawałkami afiniczny

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2002
• Tom: Vol. 31, no 3
• Strony: 575--599
• Opis fizyczny: Bibliogr. 31 poz.,

Twórcy

autor

Ralph D.