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Register a new userBounded Homotopy Path Approach to Find the Solution of Linear Complementarity Problems
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In this article, we introduce a new homotopy function to trace the trajectory by applying modified homotopy continuation method for finding the solution of the Linear Complementarity Problem. Earlier several authors attempted to propose homotopy functions based on original problems. We propose the homotopy function based on the Karush-Kuhn-Tucker condition of the corresponding quadratic programming problem of the original problem. The proposed approach extends the processability of the larger class of linear complementarity problems and overcomes the limitations of other existing homotopy approaches. We show that the homotopy path approaching the solution is smooth and bounded. We find the positive tangent direction of the homotopy path. The difficulty of finding a strictly feasible initial point for the interior point algorithm can be replaced appropriately by combining the interior point with the homotopy method. Various classes of numerical examples are illustrated to show the effectiveness of the proposed algorithm.
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In this paper, we provide an elementary, geometric, and unified framework to analyze conic programs that we call the strict complementarity approach. This framework allows us to establish error bounds and quantify the sensitivity of the solution. The framework uses three classical ideas from convex geometry and linear algebra: linear regularity of convex sets, facial reduction, and orthogonal decomposition. We show how to use this framework to derive error bounds for linear programming (LP), second order cone programming (SOCP), and semidefinite programming (SDP).
In this paper, we propose a discretization scheme for the two-stage stochastic linear complementarity problem (LCP) where the underlying random data are continuously distributed. Under some moderate conditions, we derive qualitative and quantitative convergence for the solutions obtained from solving the discretized two-stage stochastic LCP (SLCP). We explain how the discretized two-stage SLCP may be solved by the well-known progressive hedging method (PHM). Moreover, we extend the discussion by considering a two-stage distributionally robust LCP (DRLCP) with moment constraints and proposing a discretization scheme for the DRLCP. As an application, we show how the SLCP and DRLCP models can be used to study equilibrium arising from two-stage duopoly game where each player plans to set up its optimal capacity at present with anticipated competition for production in future.
The paper is concerned with elongating the shortest curvature-bounded path between two oriented points to an expected length. The elongation of curvature-bounded paths to an expected length is fundamentally important to plan missions for nonholonomic-constrained vehicles in many practical applications, such as coordinating multiple nonholonomic-constrained vehicles to reach a destination simultaneously or performing a mission with a strict time window. In the paper, the explicit conditions for the existence of curvature-bounded paths joining two oriented points with an expected length are established by applying the properties of the reachability set of curvature-bounded paths. These existence conditions are numerically verifiable, allowing readily checking the existence of curvature-bounded paths between two prescribed oriented points with a desired length. In addition, once the existence conditions are met, elongation strategies are provided in the paper to get curvature-bounded paths with expected lengths. Finally, some examples of minimum-time path planning for multiple fixed-wing aerial vehicles to cooperatively achieve a triangle-shaped flight formation are presented, illustrating and verifying the developments of the paper.
In this paper, one of our main purposes is to prove the boundedness of solution set of tensor complementarity problem with B tensor such that the specific bounds only depend on the structural properties of tensor. To achieve this purpose, firstly, we present that each B tensor is strictly semi-positive and each B$_0$ tensor is semi-positive. Subsequencely, the strictly lower and upper bounds of different operator norms are given for two positively homogeneous operators defined by B tensor. Finally, with the help of the upper bounds of different operator norms, we show the strcitly lower bound of solution set of tensor complementarity problem with B tensor. Furthermore, the upper bounds of spectral radius and $E$-spectral radius of B (B$_0$) tensor are obtained, respectively, which achieves our another objective. In particular, such the upper bounds only depend on the principal diagonal entries of tensors.
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate complementarity principle: Given an approximate solution to the dual SDP, the primal SDP has an approximate solution whose range is contained in the eigenspace with small eigenvalues of the dual slack matrix. For weakly constrained SDPs, this eigenspace has very low dimension, so this observation significantly reduces the search space for the primal solution. This result suggests an algorithmic strategy that can be implemented with minimal storage: (1) Solve the dual SDP approximately; (2) compress the primal SDP to the eigenspace with small eigenvalues of the dual slack matrix; (3) solve the compressed primal SDP. The paper also provides numerical experiments showing that this approach is successful for a range of interesting large-scale SDPs.
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