Aggregate homotopy method for solving the nonlinear complementarity problem

Authors:
Xiaona Fan;Qinglun Yan
Affiliations:
College of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu, P.R. China;College of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu, P.R. China
Venue:
ICICA'10 Proceedings of the First international conference on Information computing and applications
Year:
2010

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Abstract

To solve the nonlinear complementarity problem, a new aggregate homotopy method is considered. The homotopy equation is constructed based on the aggregate function which is the smooth approximation to the reformulation of the nonlinear complementarity problem. Under certain conditions, the existence and convergence of a smooth path defined by a new homotopy which leads to a solution of the original problem are proved. The results provide a theoretical basis to develop a new computational method for nonlinear complementarity problem.