Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition
文献类型：期刊论文
| 作者 | Zhao, YB; Li, D |
| 刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| 出版日期 | 2001-11-19 |
| 卷号 | 40期号:3页码:898-924 |
| 关键词 | complementarity problems non-interior-point methods homotopy continuation trajectories P-0-functions P-*-functions |
| ISSN号 | 0363-0129 |
| 英文摘要 | For P-0-complementarity problems, most existing non-interior-point path-following methods require the existence of a strictly feasible point. (For a P-*-complementarity problem, the existence of a strictly feasible point is equivalent to the nonemptyness and the boundedness of the solution set.) In this paper, we propose a new homotopy formulation for complementarity problems by which a new non interior-point continuation trajectory is generated. The existence and the boundedness of this non interior-point trajectory for P-0-complementarity problems are proved under a very mild condition that is weaker than most conditions used in the literature. One prominent feature of this condition is that it may hold even when the often-assumed strict feasibility condition fails to hold. In particular, for a P-*-problem it turns out that the new non interior-point trajectory exists and is bounded if and only if the problem has a solution. We also study the convergence of this trajectory and characterize its limiting point as the parameter approaches zero. |
| WOS研究方向 | Automation & Control Systems ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000172406300011 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16851]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, YB |
| 作者单位 | Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao, YB,Li, D. Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2001,40(3):898-924. |
| APA | Zhao, YB,&Li, D.(2001).Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,40(3),898-924. |
| MLA | Zhao, YB,et al."Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 40.3(2001):898-924. |
入库方式： OAI收割
来源：数学与系统科学研究院
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