Continuous Homotopies for the Linear Complementarity Problem

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dc.contributor.authorWatson, Layne T.en
dc.contributor.authorBixler, J. Patricken
dc.contributor.authorPoore, Aubrey B.en
dc.contributor.departmentComputer Scienceen
dc.date.accessioned2013-06-19T14:37:16Zen
dc.date.available2013-06-19T14:37:16Zen
dc.date.issued1987-05-01en
dc.description.abstractThere are various formulations of the linear complementarity problem as a Kakutani fixed point problem, a constrained optimization, or a nonlinear system of equations. These formulations have remained a curiosity since not many people seriously thought that a linear combinatorial problem should be converted to a nonlinear problem. Recent advances in homotopy theory and new mathematical software capabilities such as HOMPACK indicate that continuous nonlinear formulations of linear and combinatorial problems may not be far-fetched. Several different types of continuous homotopies for the linear complementarity problem are presented and analyzed here, with some numerical results. The homotopies with the best theoretical properties (global convergence and no singularities along the zero curve) turn out to also be the best in practice.en
dc.format.mimetypeapplication/pdfen
dc.identifierhttp://eprints.cs.vt.edu/archive/00000085/en
dc.identifier.sourceurlhttp://eprints.cs.vt.edu/archive/00000085/01/TR-87-38.pdfen
dc.identifier.trnumberTR-87-38en
dc.identifier.urihttp://hdl.handle.net/10919/20336en
dc.language.isoenen
dc.publisherDepartment of Computer Science, Virginia Polytechnic Institute & State Universityen
dc.relation.ispartofHistorical Collection(Till Dec 2001)en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.titleContinuous Homotopies for the Linear Complementarity Problemen
dc.typeTechnical reporten
dc.type.dcmitypeTexten

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