- Tytuł:
- A stable homotopy approach to horizontal linear complementarity problems
- Autorzy:
- Ralph, D.
- Powiązania:
- https://bibliotekanauki.pl/articles/206132.pdf
- Data publikacji:
- 2002
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
ciągłość pseudo-Lipschitza
metoda homotopii
rozwiązanie stałe
system kawałkami afiniczny
active set method
global metric regularity
homotopy method
horizontal linear complementarity problem
mathematical program with complementarity constraints
MPCC
MPCC-LICQ
MPEC
path following
piecewise affine system
pseudo-Lipschitz continuity
QPCC
stable solution - Opis:
- We are interested in the solution of Horizontal Linear Complementarity Problems, HLCPs, that is complementarity problems with more variables than equations. Globally metrically regular HLCPs have nonempty solution sets that are stable with respect to "right-hand-side perturbations" of the data, hence are numerically attractive. The main purpose of the paper is to show how the stability on conditioning properties of globally metrically regular HLCPs are preserved by a homotopy framework for solving the HLCP that finds a "stable" direcaion at each iteration as a local minimizer of a strongly convex quadratic program with linear complementarity constraints, QPCC. Apart from intrinsic interest in numerical solution of HLCPs, this investigation has application in solving horizontal nonlinear complementarity problems and more broadly in the area of mathematical programs with complementarity constraints, MPCCs.
- Źródło:
-
Control and Cybernetics; 2002, 31, 3; 575-599
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki
Artykuł