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Keywords:
equilibrium problems with complementarity constraints; homotopy; C-stationarity
equilibrium problems with complementarity constraints; homotopy; C-stationarity
Summary:
In the paper we consider EPCCs with convex quadratic objective functions and one set of complementarity constraints. For this class of problems we propose a possible generalization of the homotopy method for finding stationary points of MPCCs. We analyze the difficulties which arise from this generalization. Numerical results illustrate the performance for randomly generated test problems.
References:
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