Inverse problems and solution methods for a class of nonlinear complementarity problems

Inverse problems and solution methods for a class of nonlinear complementarity problems

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Article ID: iaor20115111
Volume: 49
Issue: 2
Start Page Number: 271
End Page Number: 297
Publication Date: Jun 2011
Journal: Computational Optimization and Applications
Authors: , ,
Keywords: optimization
Abstract:

In this paper, motivated by the KKT optimality conditions for a sort of quadratic programs, we first introduce a class of nonlinear complementarity problems (NCPs). Then we present and discuss a kind of inverse problems of the NCPs, i.e., for a given feasible decision x ¯ equ1 , we aim to characterize the set of parameter values for which there exists a point y ¯ equ2 such that ( x ¯ , y ¯ ) equ3 forms a solution of the NCP and require the parameter values to be adjusted as little as possible. This leads to an inverse optimization problem. In particular, under 𝓁 , 𝓁 1 and Frobenius norms as well as affine maps, this paper presents three simple and efficient solution methods for the inverse NCPs. Finally, some preliminary numerical results show that the proposed methods are very promising.

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