Tracing homotopy path for the solution of nonlinear complementarity Problem

Abstract

In this article, we consider nonlinear complementarity problem. We introduce a new homotopy function for finding the solution of nonlinear complementarity problem through the trajectory . We show that the homotopy path approaching the solution is smooth and bounded . Numerical example of an oligopoly equilibrium problem is illustrated to show the effectiveness of the proposed algorithm. Keywords: Nonlinear complementarity problem, homotopy continuation method, Oligopoly equilibrium problem.