Article ID: | iaor20061841 |
Country: | United Kingdom |
Volume: | 54 |
Issue: | 6 |
Start Page Number: | 563 |
End Page Number: | 577 |
Publication Date: | Dec 2005 |
Journal: | Optimization |
Authors: | Wang Yi-Ju, Zhang Xin-Zhen, Qi Li-Qun |
In this article, we first propose an unconstrained optimization reformulation of the generalized nonlinear complementarity problem (GNCP) over a polyhedral cone, and then discuss the conditions under which its any stationary point is a solution of the GNCP. The conditions which guarantee the nonsingularity and positive definiteness of the Hessian matrix of the objective function are also given. In the end, we design a Newton-type method to solve the GNCP and show the global and local quadratic convergence of the proposed method under certain assumptions.