CSpace
Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition
Zhao, YB; Li, D
2001-11-19
Source PublicationSIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN0363-0129
Volume40Issue:3Pages:898-924
AbstractFor P-0-complementarity problems, most existing non-interior-point path-following methods require the existence of a strictly feasible point. (For a P-*-complementarity problem, the existence of a strictly feasible point is equivalent to the nonemptyness and the boundedness of the solution set.) In this paper, we propose a new homotopy formulation for complementarity problems by which a new non interior-point continuation trajectory is generated. The existence and the boundedness of this non interior-point trajectory for P-0-complementarity problems are proved under a very mild condition that is weaker than most conditions used in the literature. One prominent feature of this condition is that it may hold even when the often-assumed strict feasibility condition fails to hold. In particular, for a P-*-problem it turns out that the new non interior-point trajectory exists and is bounded if and only if the problem has a solution. We also study the convergence of this trajectory and characterize its limiting point as the parameter approaches zero.
Keywordcomplementarity problems non-interior-point methods homotopy continuation trajectories P-0-functions P-*-functions
Language英语
WOS Research AreaAutomation & Control Systems ; Mathematics
WOS SubjectAutomation & Control Systems ; Mathematics, Applied
WOS IDWOS:000172406300011
PublisherSIAM PUBLICATIONS
Citation statistics
Cited Times:12[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/16852
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Zhao, YB,Li, D. Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2001,40(3):898-924.
APA Zhao, YB,&Li, D.(2001).Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,40(3),898-924.
MLA Zhao, YB,et al."Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 40.3(2001):898-924.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhao, YB]'s Articles
[Li, D]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhao, YB]'s Articles
[Li, D]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhao, YB]'s Articles
[Li, D]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.