Nonlinear complementarity as unconstrained optimization

Several methods for solving the nonlinear complementarity problem (NCP) are developed. These methods are generalizations of the recently proposed algorithms of Mangasarian and Solodov (Ref. 1) and are based on an unconstrianed minimization formulation of the nonlinear complementarity problem. It is shown that, under certain assumptions, any stationary point of the unconstrained objective function is already a solution of NCP. In particulr, these assumptions are satisfied by the mangasarian and Soolodov implicit Lagranian functioin. Furthermore, a special Newton-type method is suggested, and conditions for its local quadratic convergence are given. Finally, some preliminary numerical results are presented.The author would like to thank Dr. Oswald Knoth (Leipzig) for pointing out that the equivalence of Lemma 2.2. is not true for complementarity problems which have no solutions. He is also grateful to the anonymous referencees for their helpful comments.     

Multisplitting and Schwarz Methods for Solving Linear Complementarity Problems

In this paper we consider some synchronous and asynchronous multisplitting and Schwarz methods for solving the linear complementarity problems. We establish some convergence theorems of the methods by using the concept of M-splitting.     

Globally and Quadratically Convergent Algorithm for Minimizing the Sum of Euclidean Norms

For the problem of minimizing the sum of Euclidean norms (MSN), most existing quadratically convergent algorithms require a strict complementarity assumption. However, this assumption is not satisfied for a number of MSN problems. In this paper, we present a globally and quadratically convergent algorithm for the MSN problem. In particular, the quadratic convergence result is obtained without assuming strict complementarity. Examples without strictly complementary solutions are given to show that our algorithm can indeed achieve quadratic convergence. Preliminary numerical results are reported.     

An approximate Newton method for non-smooth equations with finite max functions

A new version of finite difference approximation of the generalized Jacobian for a finite max function is constructed. Numerical results are reported for the generalized Newton methods using this approximation.     

Duality of Implicit Complementarity Problems by Using Inversions and Scalar Derivatives

The notion of infinitesimal exceptional family of elements for an ordered pair of mappings is introduced. By using a special inversion mapping, a duality between the exceptional family of elements for an ordered pair of mappings and the infinitesimal exceptional family of elements for an ordered pair of mappings is presented. By using this duality and the notion of scalar derivatives, existence theorems for implicit complementarity problems in Hilbert spaces are presented.Communicated by F. A. PotraThe second author was supported by the Hungarian Research Grants OTKA T043276 and T043241.     

Stochastic Programming with Equilibrium Constraints

In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems     

Variational Inequality and Complementarity Problem for Set－Valued Mapping with Application

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A NEW SMOOTHING EQUATIONS APPROACH TO THE NONLINEAR COMPLEMENTARITY PROBLEMS

The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by constructing a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm.     

INEXACT DAMPED NEWTON METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

In this paper, we propose an inexact clamped Newton method for solving nonlinear complementarity problems based on the equivalent B-differentiable equations.Global convergence and locally quadratic convergence are obtained,and numerical results are given.     

A New Homotopy Method for Nonlinear Complementarity Problems

In this paper, we present a new homotopy method for the nonlinear complementarity problems. Without the regularity or non-singulary assumptions for▽F(x), we prove that our homotopy equations have a bounded solution curve. The numerical tests confirm the efficiency of our proposed method.