Title page for ETD etd-03242007-211901


Type of Document Master's Thesis
Author Ahuja, Kapil
Author's Email Address kahuja@vt.edu
URN etd-03242007-211901
Title Probability-One Homotopy Maps for Mixed Complementarity Problems
Degree Master of Science
Department Computer Science
Advisory Committee
Advisor Name Title
Watson, Layne T. Committee Chair
Ribbens, Calvin J. Committee Member
Sachs, Ekkehard W. Committee Member
Keywords
  • optimization
  • complementarity
  • nonlinear embedding
  • Newton homotopy
  • globally convergent
Date of Defense 2007-03-19
Availability unrestricted
Abstract
Probability-one homotopy algorithms have strong convergence characteristics under mild assumptions. Such algorithms for mixed complementarity problems (MCPs) have potentially wide impact because MCPs are pervasive in science and engineering. A probability-one homotopy algorithm for MCPs was developed earlier by Billups and Watson based on the default homotopy mapping. This algorithm had guaranteed global convergence under some mild conditions, and was able to solve most of the MCPs from the MCPLIB test library. This thesis extends that work by presenting some other homotopy mappings, enabling the solution of all the remaining problems from MCPLIB. The homotopy maps employed are the Newton homotopy and homotopy parameter embeddings.
Files
  Filename       Size       Approximate Download Time (Hours:Minutes:Seconds) 
 
 28.8 Modem   56K Modem   ISDN (64 Kb)   ISDN (128 Kb)   Higher-speed Access 
  models.zip 15.79 Kb 00:00:04 00:00:02 00:00:01 < 00:00:01 < 00:00:01
  thesis.pdf 269.29 Kb 00:01:14 00:00:38 00:00:33 00:00:16 00:00:01

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