Abstract
In this paper, we study some properties of quasiconvex nonlinear complementarity functions. However, we prove that a nonlinear complementarity function cannot be pseudoconvex. As a consequence of this, we show that every convex nonlinear complementarity function is nondifferentiable. Furthermore, some properties of homogeneous nonlinear complementarity functions are proved.
Similar content being viewed by others
References
Mangasarian, O.L.: Equivalence of the complementarity problem to a system of nonlinear equations. SIAM J. Appl. Math. 31, 89–92 (1976)
Floudas, C.A., Pardalos, P. (eds.): Encyclopedia of Optimization. Springer, Berlin (2009)
Klatte, D., Kummer, B.: Nonsmooth Equations in Optimization. Kluwer Academic, Dordrecht (2002)
Galántai, A.: Properties and construction of NCP functions. Comput. Optim. Appl. 52, 805–824 (2012)
Kanzow, C., Yamashita, N., Fukushima, M.: New NCP-functions and their properties. J. Optim. Theory Appl. 94, 115–135 (1997)
Ferris, M.C., Pang, J.S.: Engineering and economic applications of complementarity problems. SIAM Rev. 39, 669–713 (1997)
Sun, D., Qi, L.Q.: On NCP-functions. Comput. Optim. Appl. 13, 201–220 (1999)
Kanzow, C.: Nonlinear complementarity as unconstrained optimization. J. Optim. Theory Appl. 88, 139–155 (1996)
Pang, J.S.: A B-differentiable equation based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems. Math. Program. 51, 101–131 (1991)
Fischer, A.: A special Newton-type optimization method. Optimization 24, 269–284 (1992)
Wierzbicki, A.P.: Note on the equivalence of Kuhn–Tucker complementarity conditions to an equation. J. Optim. Theory Appl. 37, 401–405 (1982)
Magasarian, O.L., Solodov, M.: Nonlinear complementarity as unconstrained and constrained minimization. Math. Program. 62, 277–297 (1993)
Chen, J.S., Pan, S.: A family of NCP functions and a descent method for the nonlinear complementarity problem. Comput. Optim. Appl. 40, 389–404 (2008)
Yamashita, N.: Properties of restricted NCP functions for nonlinear complementarity problems. J. Optim. Theory Appl. 98, 701–717 (1998)
Hu, S.L., Huang, Z.H., Chen, J.S.: Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems. J. Comput. Appl. Math. 230, 69–82 (2009)
Sun, D., Womersley, R.S.: A new unconstrained differentiable merit function for box constrained variational inequality problems and a damped Gauss–Newton method. SIAM J. Optim. 9, 388–413 (1999)
Simon, C.P., Blume, L.: Mathematics for Economists. W. W. Norton & Company, New York (1994)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Miri, S.M., Effati, S. On Generalized Convexity of Nonlinear Complementarity Functions. J Optim Theory Appl 164, 723–730 (2015). https://doi.org/10.1007/s10957-014-0553-3
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-014-0553-3
Keywords
- Nonlinear complementarity function
- Generalized convexity
- Homogeneous function
- Nonlinear complementarity problem