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 |
本文献已被 SpringerLink 等数据库收录! |