
doi: 10.1137/0610020
The linear complementarity problem is formulated as a nonlinear system of equations or a constrained optimization problem. The present paper proposes and analyzes several continuous homotopies for the obtained nonlinear formulation of the linear complementarity problem. Some numerical experiments are verbally reported. A technical report of the authors contains a complete description of the numerical results.
continuous homotopies, Numerical mathematical programming methods, Numerical computation of solutions to systems of equations, linear complementarity problem, numerical experiments, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), constrained optimization
continuous homotopies, Numerical mathematical programming methods, Numerical computation of solutions to systems of equations, linear complementarity problem, numerical experiments, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), constrained optimization
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