Tracing homotopy path for the solution of nonlinear complementarity Problem

2022/09/01 by A. Dutta, A. K. Das, Dutta, A. +1
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Iterative Methods for Nonlinear Equations #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2209.00382

Abstract

In this article, we consider nonlinear complementarity problem. We introduce a new homotopy function for finding the solution of nonlinear complementarity problem through the trajectory . We show that the homotopy path approaching the solution is smooth and bounded . Numerical example of an oligopoly equilibrium problem is illustrated to show the effectiveness of the proposed algorithm. Keywords: Nonlinear complementarity problem, homotopy continuation method, Oligopoly equilibrium problem.

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