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On the natural merit function for solving complementarity problems

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Abstract

Complementarity problems may be formulated as nonlinear systems of equations with non-negativity constraints. The natural merit function is the sum of squares of the components of the system. Sufficient conditions are established which guarantee that stationary points are solutions of the complementarity problem. Algorithmic consequences are discussed.

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Authors and Affiliations

  1. Instituto de Matemática, Estatística e Computação Científica, Universidade Estadual de Campinas, Campinas, Brazil

    R. Andreani & J. M. Martínez

  2. Departamento de Matemática da Universidade de Coimbra, Coimbra, Portugal

    J. J. Júdice

  3. Instituto de Telecomunicações, Polo de Coimbra, Coimbra, Portugal

    J. J. Júdice & J. Patrício

  4. Instituto Politécnico de Tomar, Tomar, Portugal

    J. Patrício

Authors
  1. R. Andreani
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  2. J. J. Júdice
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  3. J. M. Martínez
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  4. J. Patrício
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Correspondence to J. Patrício.

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Andreani, R., Júdice, J.J., Martínez, J.M. et al. On the natural merit function for solving complementarity problems. Math. Program. 130, 211–223 (2011). https://doi.org/10.1007/s10107-009-0336-z

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  • DOI: https://doi.org/10.1007/s10107-009-0336-z

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