On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method

0352600 - ÚTIA 2011 CZ eng J - Článek v odborném periodiku
Červinka, Michal
On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method.
Kybernetika. Roč. 2010, č. 4 (2010), s. 730-753. ISSN 0023-5954
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: equilibrium problems with complementarity constraints * homotopy * C-stationarity
Kód oboru RIV: BC - Teorie a systémy řízení
Impakt faktor: 0.461, rok: 2010
http://library.utia.cas.cz/separaty/2010/MTR/cervinka-on computation of c-stationary points for equilibrium problems with linear complementarity constraints via homotopy method.pdf

In the paper we consider EPCCs with convex quadratic objective functions and one set of complementarity constraints. For this class of problems we propose a possible generalization of the homotopy method for finding stationary points of MPCCs. We analyze the difficulties which arise from this generalization. Numerical results illustrate the performance for randomly generated test problems.
Trvalý link: http://hdl.handle.net/11104/0192075