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On the resolution of monotone complementarity problems
Authors:Carl Geiger  Christian Kanzow
Institution:(1) Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146 Hamburg, Germany
Abstract:A reformulation of the nonlinear complementarity problem (NCP) as an unconstrained minimization problem is considered. It is shown that any stationary point of the unconstrained objective function is a solution of NCP if the mapping F involved in NCP is continuously differentiable and monotone, and that the level sets are bounded if F is continuous and strongly monotone. A descent algorithm is described which uses only function values of F. Some numerical results are given.
Keywords:nonlinear complementarity problems  unconstrained minimization  stationary points  global minima  descent methods
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