Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method

Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method

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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: , ,
Abstract:

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.

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