Change of variable method for generalised complementarity problems

Change of variable method for generalised complementarity problems

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Article ID: iaor2000515
Country: United States
Volume: 100
Issue: 2
Start Page Number: 389
End Page Number: 395
Publication Date: Feb 1999
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: complementarity
Abstract:

In this paper, we establish an equivalence between the generalized complementarity problems and the Wiener–Hopf equations by using a change of variables technique. This equivalence is used to suggest and analyze a number of iterative algorithms for solving the generalized complementarity problems.

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