On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method
Kybernetika (2010)
- Volume: 46, Issue: 4, page 730-753
- ISSN: 0023-5954
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topČervinka, Michal. "On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method." Kybernetika 46.4 (2010): 730-753. <http://eudml.org/doc/197073>.
@article{Červinka2010,
abstract = {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.},
author = {Červinka, Michal},
journal = {Kybernetika},
keywords = {equilibrium problems with complementarity constraints; homotopy; C-stationarity; equilibrium problems with complementarity constraints; homotopy; C-stationarity},
language = {eng},
number = {4},
pages = {730-753},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method},
url = {http://eudml.org/doc/197073},
volume = {46},
year = {2010},
}
TY - JOUR
AU - Červinka, Michal
TI - On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method
JO - Kybernetika
PY - 2010
PB - Institute of Information Theory and Automation AS CR
VL - 46
IS - 4
SP - 730
EP - 753
AB - 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.
LA - eng
KW - equilibrium problems with complementarity constraints; homotopy; C-stationarity; equilibrium problems with complementarity constraints; homotopy; C-stationarity
UR - http://eudml.org/doc/197073
ER -
References
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- Su, C.-L., Equilibrium Problems with Equilibrium Constraints: Stationarities, Algorithms and Applications, PhD Thesis, Department of Management Science and Engineering, Stanford University 2005. (2005)
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