### Abstract

Original language | English |
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Place of Publication | Tilburg |

Publisher | CentER, Center for Economic Research |

Number of pages | 32 |

Volume | 2015-019 |

Publication status | Published - 1 Jun 2015 |

### Publication series

Name | CentER Discussion Paper |
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Volume | 2015-019 |

### Fingerprint

### Keywords

- variational inequiality problem
- perfect stationay point
- interior-point path-following method
- predictor-corrector method

### Cite this

*An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope*. (CentER Discussion Paper; Vol. 2015-019). Tilburg: CentER, Center for Economic Research.

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**An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope.** / Dang, Chuangyin; Meng, Xiaoxuan ; Talman, Dolf.

Research output: Working paper › Discussion paper › Other research output

TY - UNPB

T1 - An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope

AU - Dang, Chuangyin

AU - Meng, Xiaoxuan

AU - Talman, Dolf

PY - 2015/6/1

Y1 - 2015/6/1

N2 - As a refinement of the concept of stationary point, the notion of perfect stationary point was formulated in the literature. Although simplicial methods could be applied to approximate such a point, these methods do not make use of the possible differentiability of the problem and can be very time-consuming even for small-scale problems. To fully exploit the differentiability of the problem, this paper develops an interior-point path-following method for computing a perfect stationary point of a polynomial mapping on a polytope. By incorporating a logarithmic barrier term into the linear objective function with an appropriate convex combination, the method closely approximates some stationary points of the mapping on a perturbed polytope, especially when the perturbation is sufficiently small. It is proved that there exists a smooth path which starts from a point in the interior of a polytope and ends at a perfect stationary point. A predictor-corrector method is adopted for numerically following the path. Numerical results further confirm the effectiveness of the method.

AB - As a refinement of the concept of stationary point, the notion of perfect stationary point was formulated in the literature. Although simplicial methods could be applied to approximate such a point, these methods do not make use of the possible differentiability of the problem and can be very time-consuming even for small-scale problems. To fully exploit the differentiability of the problem, this paper develops an interior-point path-following method for computing a perfect stationary point of a polynomial mapping on a polytope. By incorporating a logarithmic barrier term into the linear objective function with an appropriate convex combination, the method closely approximates some stationary points of the mapping on a perturbed polytope, especially when the perturbation is sufficiently small. It is proved that there exists a smooth path which starts from a point in the interior of a polytope and ends at a perfect stationary point. A predictor-corrector method is adopted for numerically following the path. Numerical results further confirm the effectiveness of the method.

KW - variational inequiality problem

KW - perfect stationay point

KW - interior-point path-following method

KW - predictor-corrector method

M3 - Discussion paper

VL - 2015-019

T3 - CentER Discussion Paper

BT - An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope

PB - CentER, Center for Economic Research

CY - Tilburg

ER -