Abstract
The mapping in a nonlinear complementarity problem may be discontinuous. The integral global optimization algorithm is proposed to solve a nonlinear complementarity problem with a robust piecewise continuous mapping. Numerical examples are given to illustrate the effectiveness of the algorithm.
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Kostreva, M.M., Zheng, Q. Integral global optimization method for solution of nonlinear complementarity problems. J Glob Optim 5, 181–193 (1994). https://doi.org/10.1007/BF01100692
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DOI: https://doi.org/10.1007/BF01100692