A Globally Convergent Probability-One Homotopy for Linear Programs with Linear Complementarity Constraints

Layne T. Watson, Stephen C. Billups, John E. Mitchell, David R. Easterling. A Globally Convergent Probability-One Homotopy for Linear Programs with Linear Complementarity Constraints. SIAM Journal on Optimization, 23(2):1167-1188, 2013. [doi]

Abstract

Abstract is missing.