On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method

Abstract

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.

Keywords

• equilibrium problems with complementarity constraints
• homotopy
• C-stationarity