Probability-One Homotopy Maps for Mixed Complementarity Problems

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dc.contributor.authorAhuja, Kapilen
dc.contributor.committeechairWatson, Layne T.en
dc.contributor.committeememberRibbens, Calvin J.en
dc.contributor.committeememberSachs, Ekkehard W.en
dc.contributor.departmentComputer Scienceen
dc.date.accessioned2014-03-14T20:32:50Zen
dc.date.adate2007-04-10en
dc.date.available2014-03-14T20:32:50Zen
dc.date.issued2007-03-19en
dc.date.rdate2007-04-10en
dc.date.sdate2007-03-24en
dc.description.abstractProbability-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 thesis 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.en
dc.description.degreeMaster of Scienceen
dc.identifier.otheretd-03242007-211901en
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-03242007-211901/en
dc.identifier.urihttp://hdl.handle.net/10919/31539en
dc.publisherVirginia Techen
dc.relation.haspartthesis.pdfen
dc.relation.haspartmodels.zipen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectoptimizationen
dc.subjectcomplementarityen
dc.subjectnonlinear embeddingen
dc.subjectNewton homotopyen
dc.subjectglobally convergenten
dc.titleProbability-One Homotopy Maps for Mixed Complementarity Problemsen
dc.typeThesisen
thesis.degree.disciplineComputer Scienceen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameMaster of Scienceen

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