Implicit Complementarity Problems Research Articles

Solving nearly-separable quadratic optimization problems as nonsmooth equations

An algorithm for solving nearly-separable quadratic optimization problems (QPs) is presented. The approach is based on applying a semismooth Newton method to solve the implicit complementarity problem arising as the first-order stationarity conditions of such a QP. An important feature of the approach is that, as in dual decomposition methods, separability of the dual function of the QP can be exploited in the search direction computation. Global convergence of the method is promoted by enforcing decrease in component(s) of a Fischer---Burmeister formulation of the complementarity conditions, either via a merit function or through a filter mechanism. The results of numerical experiments when solving convex and nonconvex instances are provided to illustrate the efficacy of the method.

Modulus‐based matrix splitting iteration methods for a class of implicit complementarity problems

SummarySome modulus‐based matrix splitting iteration methods for a class of implicit complementarity problem are presented, and their convergence analysis is given. Numerical experiments confirm the theoretical analysis and show that the proposed methods are efficient. Copyright © 2016 John Wiley & Sons, Ltd.

An unconstrained differentiable penalty method for implicit complementarity problems

In this paper, we introduce an unconstrained differentiable penalty method for solving implicit complementarity problems, which has an exponential convergence rate under the assumption of a uniform ξ-P-function. Instead of solving the unconstrained penalized equations directly, we consider a corresponding unconstrained optimization problem and apply the trust-region Gauss–Newton method to solve it. We prove that the local solution of the unconstrained optimization problem identifies that of the complementarity problems under monotone assumptions. We carry out numerical experiments on the test problems from MCPLIB, and show that the proposed method is efficient and robust.

Feasibility of set-valued implicit complementarity problems

Abstract In this paper, we introduce new concepts of ( α , β , γ ) -exceptional family of elements and ( α , γ ) -exceptional family of elements for the set-valued implicit complementarity problems in R n and infinite-dimensional Hilbert spaces, respectively. By utilizing these notions and the Leray-Schauder type fixed point theorem, we study the feasibility and strict feasibility of the set-valued implicit complementarity problems. Our results generalize some corresponding previously known results in the literature. MSC:49J40, 90C31.

Implicit complementarity problems on isotone projection cones

Isac and Németh [G. Isac and A. B. Németh, Projection methods, isotone projection cones and the complementarity problem, J. Math. Anal. Appl. 153 (1990), pp. 258–275] proved that solving a coincidence point equation (fixed point problem) in turn solves the corresponding implicit complementarity problem (nonlinear complementarity problem) and they exploited the isotonicity of the metric projection onto isotone projection cones to solve implicit complementarity problems (nonlinear complementarity problems) defined by these cones. In this article an iterative algorithm is studied in connection with an implicit complementarity problem. It is proved that if the sequence generated through the defined algorithm is convergent, then its limit is a solution of the coincidence point equation and thus solves the implicit complementarity problem. Sufficient conditions are given for this sequence to be convergent for implicit complementarity problems defined by isotone projection cones, extending the results of Németh [S.Z. Németh, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350 (2009), pp. 340–370]. Some existing concepts from the latter paper are extended to solve the problem of finding nonzero solutions of the implicit complementarity problem.

Complementarity problems via common fixed points in vector lattices

Abstract Nemeth introduced the notion of order weakly L-Lipschitz mapping and employed this concept to obtain nontrivial solutions of nonlinear complementarity problems. In this article, we shall extend this concept to two mappings and obtain the solution of common fixed point equations and hence coincidence point equations in the framework of vector lattices. We present some examples to show that the solution of nonlinear complementarity problems and implicit complementarity problems can be obtained using these results. We also provide an example of a mapping for which the conclusion of Banach contraction principle fails but admits one of our fixed point results. Our proofs are simple and purely order-theoretic in nature.

Finding solutions of implicit complementarity problems by isotonicity of the metric projection

Isac and Németh [G. Isac and A. B. Németh, Projection method, isotone projection cones and the complementarity problem, J. Math. Anal. App., 153, 258-275(1990)] proved that solving a coincidence point equation (fixed point problem) in turn solves the corresponding implicit complementarity problem (nonlinear complementarity problem) and they exploited the isotonicity of the metric projection onto isotone projection cones to solve implicit complementarity problems (nonlinear complementarity problems) defined by these cones. In this paper, the notion of *-isotone projection cones is employed and an iterative algorithm is presented in connection with an implicit complementarity problem on *-isotone projection cones. It is proved that if the sequence generated through the defined algorithm is convergent, then its limit is a solution of the coincidence point equation and thus solves the implicit complementarity problem. Sufficient conditions are given for this sequence to be convergent for implicit complementarity problems defined by *-isotone projection cones. The question of finding nonzero solutions of these problems is also studied.

MODIFIED PROJECTION METHOD FOR GENERAL VARIATIONAL INEQUALITIES

In this paper, we suggest and analyze a modified descent-projection method for solving general variational inequalities. The method makes use of a descent direction to produce the new iterate and can be viewed as an improvement of the descent-projection method by using a new step size. We also prove the global convergence of the proposed method. An example is given to illustrate the efficiency and its comparison with other methods. Since the general variational inequalities include quasi variational inequalities and implicit complementarity problems as special cases, results proved in this paper continue to hold for these problems.

Merit functions for general mixed quasi-variational inequalities

In this paper, we present some merit functions for general mixed quasi-variational inequalities, and we obtain the equivalent optimization problems to general mixed quasi-variational inequalities. Since the general mixed quasi-variational inequalities include general variational inequalities, quasi-variational inequalities and nonlinear (implicit) complementarity problems as special cases, our results continue to hold for these problems. In this respect, results obtained in this paper represent an extension of previously known results.

Solving Over-production and Supply-guarantee Problems in Economic Equilibria

The classical Spatial Price Equilibrium of economic markets may result in over-production at supply markets and under-supply at demand markets. This paper considers the policy instruments of levying taxes at supply markets to avoid over-production and granting subsidy for traders to guarantee supply at demand markets. The decision process of determining appropriate rates of tax and subsidy is characterized by an implicit complementarity problem. Consequently, a direct type algorithm is applied to solve the complementarity model. Preliminary numerical results are also reported.

Generalized vector implicit complementarity problems with corresponding variational inequality problems

In this work, we establish some existence theorems for solutions to a new class of generalized vector F -implicit complementarity problems and the corresponding generalized vector F -implicit variational inequality problems in topological vector spaces. No monotonicity or continuity assumption is imposed; thus we have generalized some recent results from the literature.

ON GENERALIZED VECTOR IMPLICIT VARIATIONAL INEQUALITIES AND COMPLEMENTARITY PROBLEMS

In this paper, two generalized vector implicit variational inequalities and three generalized vector implicit complementarity problems are introduced with a general order in ordered Banach spaces and the equivalence between them is studied under certain assumptions. Furthermore, some existence theorems for the generalized vector implicit variational inequalities are derived by using Lin’s result (1986) and Nadler’s result (1969). We affirmatively answer the open question proposed by Rapcsak (2000). Our results are the extension and improvement of the corresponding results in Huang and Li (2006).

Characterizations of linear suboptimality for mathematical programs with equilibrium constraints

The paper is devoted to the study of a new notion of linear suboptimality in constrained mathematical programming. This concept is different from conventional notions of solutions to optimization-related problems, while seems to be natural and significant from the viewpoint of modern variational analysis and applications. In contrast to standard notions, it admits complete characterizations via appropriate constructions of generalized differentiation in nonconvex settings. In this paper we mainly focus on various classes of mathematical programs with equilibrium constraints (MPECs), whose principal role has been well recognized in optimization theory and its applications. Based on robust generalized differential calculus, we derive new results giving pointwise necessary and sufficient conditions for linear suboptimality in general MPECs and its important specifications involving variational and quasivariational inequalities, implicit complementarity problems, etc.

Vector [formula omitted]-implicit complementarity problems with corresponding variational inequality problems

In this work, we present some new existence theorems for solutions for a new class of generalized vector F -implicit complementarity problems and the corresponding generalized vector F -implicit variational inequality problems by using the Fan–KKM Theorem under some suitable assumptions without monotonicity, and establish the equivalence between those problems in Banach spaces.

Vector [formula omitted]-implicit complementarity problems in topological vector spaces

Recently, Huang and Li [J. Li, N.J. Huang, Vector F -implicit complementarity problems in Banach spaces, Appl. Math. Lett. 19 (2006) 464–471] introduced and studied a new class of vector F -implicit complementarity problems and vector F -implicit variational inequality problems in Banach spaces. In this work, we study this class in topological vector spaces and drive some existence theorems for the vector F -implicit variational inequality and vector F -implicit complementarity problem. Also, their equivalence is presented under certain conditions.

Existence results for quasi variational inequalities

It is well known that the quasi variational inequalities are equiva- lent to the fixed point problems. We this equivalent alternative formulation to discuss the existence of a solution of quasi variational inequalities under some mild conditions. Since the quasi variational inequalities include variational in- equalities, implicit complementarity problems and optimization problems as special cases, results proved in this paper continue to hold these problems. This shows that results proved in this paper can be viewed as an important and significant improvement and refinement of the previous results.

Solvability of implicit complementarity problems

In this paper, we introduce some new notions of ( α , γ ) -exceptional family of elements (in short, ( α , γ ) -(EFE)) and ( α , β , γ ) -exceptional family of elements (in short, ( α , β , γ ) -(EFE)) for a pair of continuous functions involved in the implicit complementarity problem (in short, ICP). Based upon these notions and the topological degree theory, we studied the feasibility and strictly feasibility of (ICP) in R n and an infinite-dimensional Hilbert space H , respectively. As special cases, we obtain the feasibility and strictly feasibility of complementarity problems and partly answered the second open problem (P2) proposed by Isac [G. Isac, Exceptional families of elements, feasibility and complementarity, J. Optim. Theory Appl. 104 (2000) 577–588].

Duality of Implicit Complementarity Problems by Using Inversions and Scalar Derivatives

The notion of infinitesimal exceptional family of elements for an ordered pair of mappings is introduced. By using a special inversion mapping, a duality between the exceptional family of elements for an ordered pair of mappings and the infinitesimal exceptional family of elements for an ordered pair of mappings is presented. By using this duality and the notion of scalar derivatives, existence theorems for implicit complementarity problems in Hilbert spaces are presented.

Recurrent neural network model based on projective operator and its application to optimization problems

The recurrent neural network (RNN) model based on projective operator was studied. Different from the former study, the value region of projective operator in the neural network in this paper is a general closed convex subset of n-dimensional Euclidean space and it is not a compact convex set in general, that is, the value region of projective operator is probably unbounded. It was proved that the network has a global solution and its solution trajectory converges to some equilibrium set whenever objective function satisfies some conditions. After that, the model was applied to continuously differentiable optimization and nonlinear or implicit complementarity problems. In addition, simulation experiments confirm the efficiency of the RNN.

On Vector Implicit Variational Inequalities and Complementarity Problems

In this paper, two vector implicit variational inequalities and three vector implicit complementarity problems are introduced with a more general order in ordered Banach spaces and the equivalence between them is studied under certain assumptions. Furthermore, some existence theorems of the vector implicit variational inequalities are proved. We answered the open question proposed by Rapcsak [Nonconvex Optim., Appl., Vol. 38, Kluwer Acad. Publ., Dordrecht, 2000, pp. 371---380].