On the resolution of monotone complementarity problems

On the resolution of monotone complementarity problems

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Article ID: iaor19981451
Country: Netherlands
Volume: 5
Issue: 2
Start Page Number: 155
End Page Number: 173
Publication Date: Mar 1996
Journal: Computational Optimization and Applications
Authors: ,
Keywords: complementarity
Abstract:

A reformulation of the nonlinear complementarity problem (NCP) as an unconstrained minimization problem is considered. It is shown that any stationary point of the unconstrained objective function is a solution of NCP if the mapping F involved in NCP is continuously differentiable and monotone, and that the level sets are bounded if F is continuous and strongly monotone. A descent algorithm is described which uses only function values of F. Some numerical results are given.

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