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A smoothing homotopy method based on Robinson's normal equation for mixed complementarity problems

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  • In this paper, a probability-one homotopy method for solving mixed complementarity problems is proposed. The homotopy equation is constructed by using the Robinson's normal equation of mixed complementarity problem and a $C^2$-smooth approximation of projection function. Under the condition that the mixed complementarity problem has no solution at infinity, which is a weaker condition than several well-known ones, existence and convergence of a smooth homotopy path from almost any starting point in $\mathbb{R}^n$ are proven. The homotopy method is implemented in Matlab and numerical results on the MCPLIB test collection are given.
    Mathematics Subject Classification: 90C33, 65D10, 65H20.

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