Abstract
The functions involving in the nonlinear complementarity problems (NCP) are often defined only in nonnegative orthant. It is necessary to develop algorithms with the following properties: 1) all iterates generated remain in the nonnegative orthant; 2) any accumulation point of the iterates is a solution of NCP. In this paper, we reformulate the NCP as an equivalent constrained minimization problem with simple bounds. The reformulation is based on a class of functions, which generalize the squared Fischer-Burmeister NCP function. It is shown that the KKT point of the constrained minimization problem is a solution of NCP if the Jacobian matrix of the function involving in NCP isP 0-matrix, A global convergent method is proposed for monotone NCP with the desirable properties (1) and (2).
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
