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摘要
In this paper, a probability-one homotopy method for solving mixed complementarity problems is proposed. The homotopy equation is constructed by using the Robinson's normal equation of mixed complementarity problem and a C-2-smooth approximation of projection function. Under the condition that the mixed complementarity problem has no solution at infinity, which is a weaker condition than several well-known ones, existence and convergence of a smooth homotopy path from almost any starting point in R-n are proven. The homotopy method is implemented in Matlab and numerical results on the MCPLIB test collection are given.
- 出版日期2011-11
- 单位大连理工大学
