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On the resolution of monotone complementarity problems

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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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Authors and Affiliations

  1. Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146, Hamburg, Germany

    Carl Geiger & Christian Kanzow

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  1. Carl Geiger
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  2. Christian Kanzow
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Geiger, C., Kanzow, C. On the resolution of monotone complementarity problems. Comput Optim Applic 5, 155–173 (1996). https://doi.org/10.1007/BF00249054

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  • DOI: https://doi.org/10.1007/BF00249054

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