ON COMPUTATION OF C-STATIONARY POINTS FOR EQUILIBRIUM PROBLEMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS VIA HOMOTOPY METHOD

被引：0
|
作者：
Cervinka, Michal [1 ,2 ]
机构：
[1] Charles Univ Prague, Fac Social Sci, Inst Econ Studies, Prague 11000 1, Czech Republic
[2] Acad Sci Czech Republic, Inst Informat Theory & Automat, CR-18208 Prague 8, Czech Republic
来源：
KYBERNETIKA | 2010年 / 46卷 / 04期
关键词：
equilibrium problems with complementarity constraints; homotopy; C-stationarity; MATHEMATICAL PROGRAMS;
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
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页码：730 / 753
页数：24
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