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On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm

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Abstract.

In this paper we focus on the problem of identifying the index sets P(x):={i|x i >0}, N(x):={i|F i (x)>0} and C(x):={i|x i =F i (x)=0} for a solution x of the monotone nonlinear complementarity problem NCP(F). The correct identification of these sets is important from both theoretical and practical points of view. Such an identification enables us to remove complementarity conditions from the NCP and locally reduce the NCP to a system which can be dealt with more easily. We present a new technique that utilizes a sequence generated by the proximal point algorithm (PPA). Using the superlinear convergence property of PPA, we show that the proposed technique can identify the correct index sets without assuming the nondegeneracy and the local uniqueness of the solution.

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Authors and Affiliations

  1. Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, 606-8501, Japan

    Nobuo Yamashita, Hiroshige Dan & Masao Fukushima

  2. Mathematical Systems Inc., 10F Four Seasons Bldg., 2-4-2 Shinjuku, Tokyo, 160-0022, Japan

    Hiroshige Dan

Authors
  1. Nobuo Yamashita
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  2. Hiroshige Dan
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  3. Masao Fukushima
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Correspondence to Nobuo Yamashita.

Additional information

Mathematics Subject Classification (2000): 90C33, 65K10

This work was supported in part by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture of Japan.

Received:22 Ferbuary 2001

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Yamashita, N., Dan, H. & Fukushima, M. On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Math. Program., Ser. A 99, 377–397 (2004). https://doi.org/10.1007/s10107-003-0455-x

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  • DOI: https://doi.org/10.1007/s10107-003-0455-x

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