Existence theory for generalized nonlinear complementarity problems

The nonlinear complementarity problem is generalized by replacing the usual nonnegative ordering ofR ⁿ by an ordering generated by a convex cone. Two new classes of operators are introduced, each of which is used to guarantee the existence of a solution to the generalized problem. The new classes can be seen to be broader than previously studied classes. In addition, conditions are presented under which the solution set of the generalized linear complementarity problem is shown to have at most a finite number of solutions.This research was partially supported by National Science Foundation, Grant No. GP-16293, and constitutes part of the junior author's doctoral thesis. The authors are indebted to Dr. Carlton E. Lemke for many helpful discussions.     

求解广义非线性互补问题的光滑化拟牛顿法

利用光滑对称扰动Fischer-Burmeister函数将广义非线性互补问题转化为非线性方程组,提出新的光滑化拟牛顿法求解该方程组.然后证明该算法是全局收敛的,且在一定条件下证明该算法具有局部超线性(二次)收敛性.最后用数值实验验证了该算法的有效性.     

An iterative method for generalized nonlinear complementarity problems

An iterative method for solving generalized nonlinear complementarity problems (Ref. 1) involving stronglyK-copositive operators is introduced. Conditions are presented which guarantee the convergence of the method; in addition, the sequence of iterates is used to prove the existence of a solution to the problem under conditions not included in the previous study. Separate consideration is given to the generalized linear complementarity problem.This research was partially supported by National Science Foundation, Grant No. GP-16293. This paper constitutes part of the junior author's doctoral thesis written at Rensselaer Polytechnic Institute. Research support was provided by an NDEA Fellowship and an RPI Fellowship.     

Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems

Based on a new symmetrically perturbed smoothing function, the generalized nonlinear complementarity problem defined on a polyhedral cone is reformulated as a system of smoothing equations. Then we suggest a new nonmonotone derivative-free line search and combine it into the smoothing Broyden-like method. The proposed algorithm contains the usual monotone line search as a special case and can overcome the difficult of smoothing Newton methods in solving the smooth equations to some extent. Under mild conditions, we prove that the proposed algorithm has global and local superlinear convergence. Furthermore, the algorithm is locally quadratically convergent under suitable assumptions. Preliminary numerical results are also reported.     

Completely generalized mildly nonlinear complementarity problems for fuzzy mappings

In this paper, we introduce and study a new class of completely generalized mildly nonlinear complementarity problems for fuzzy mappings and construct some new iterative algorithms. We also show the existence of solution and the convergence of iterative sequences generated by the algorithms. Our results extend some recent results of Noor, Chang and Huang.     

Monotone generalized variational inequalities and generalized complementarity problems

Some existence results for generalized variational inequalities and generalized complementarity problems involving quasimonotone and pseudomonotone set-valued mappings in reflexive Banach spaces are proved. In particular, some known results for nonlinear variational inequalities and complementarity problems in finite-dimensional and infinite-dimensional Hilbert spaces are generalized to quasimonotone and pseudomonotone set-valued mappings and reflexive Banach spaces. Application to a class of generalized nonlinear complementarity problems studied as mathematical models for mechanical problems is given.The research of the first author was supported by the National Natural Science Foundation of P. R. China and by the Ethel Raybould Fellowship, University of Queensland, St. Lucia, Brisbane, Australia.     

Interior-point methods for nonlinear complementarity problems

We present a potential reduction interior-point algorithm for monotone nonlinear complementarity problems. At each iteration, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. For problems satisfying a scaled Lipschitz condition, this requirement is satisfied by the approximate solution obtained by applying one Newton step to that nonlinear system. We discuss the global and local convergence rates of the algorithm, convergence toward a maximal complementarity solution, a criterion for switching from the interior-point algorithm to a pure Newton method, and the complexity of the resulting hybrid algorithm.This research was supported in part by NSF Grant DDM-89-22636.The authors would like to thank Rongqin Sheng and three anonymous referees for their comments leading to a better presentation of the results.     

A class of continuous nonlinear complementarity problems

The concept of continuous nonlinear complementarity is defined. Basic properties and existence theorem are proven. Applications to continuous linear and nonlinear programming are presented. Kuhn-Tucker type conditions are established.This work was supported in part by the National Institute of General Medical Sciences under Training Grant No. 5-TO1-GM00913.     

On solutions of generalized complementarity and eigenvector problems

From a new Fan–Browder type fixed point theorem due to the second author, we deduce an existence theorem for a solution of an equilibrium problem in Section 3. This theorem is applied to generalized complementarity problems in Section 4 and to eigenvector problems in Section 5.     

Unconstrained minimization approaches to nonlinear complementarity problems

The nonlinear complementarity problem can be reformulated as unconstrained minimization problems by introducing merit functions. Under some assumptions, the solution set of the nonlinear complementarity problem coincides with the set of local minima of the corresponding minimization problem. These results were presented by Mangasarian and Solodov, Yamashita and Fukushima, and Geiger and Kanzow. In this note, we generalize some results of Mangasarian and Solodov, Yamashita and Fukushima, and Geiger and Kanzow to the case where the considered function is only directionally differentiable. Some results are strengthened in the smooth case. For example, it is shown that the strong monotonicity condition can be replaced by the P-uniform property for ensuring a stationary point of the reformulated unconstrained minimization problems to be a solution of the nonlinear complementarity problem. We also present a descent algorithm for solving the nonlinear complementarity problem in the smooth case. Any accumulation point generated by this algorithm is proved to be a solution of the nonlinear complementarity under the monotonicity condition.     

An inexactQP-based method for nonlinear complementarity problems

Summary. We consider a quadratic programming-based method for nonlinear complementarity problems which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection are also reported. Received February 24, 1997 / Revised version received September 5, 1997     

On the equivalence of nonlinear complementarity problems and least-element problems

Strictly pseudomonotoneZ-maps operating on Banach lattices are considered. Equivalence of complementarity problems and least-element problems is established under certain regularity and growth conditions. This extends a recent result by Riddell (1981) for strictly monotoneZ-maps to the pseudomonotone case. Some other problems equivalent to the above are discussed as well.This work was partially supported by the National Science Council under grant NSC 82-0208-M-110-023.Corresponding author.     

A smoothing Newton-type method for generalized nonlinear complementarity problem

By using a new type of smoothing function, we first reformulate the generalized nonlinear complementarity problem over a polyhedral cone as a smoothing system of equations, and then develop a smoothing Newton-type method for solving it. For the proposed method, we obtain its global convergence under milder conditions, and we further establish its local superlinear (quadratic) convergence rate under the BD-regular assumption. Preliminary numerical experiments are also reported in this paper.     

Stability of solutions to parameterized nonlinear complementarity problems

n such that x≥0,  F(x,u)-v≥0 , and F(x,u)-v ^T·x=0 where these are vector inequalities. We characterize the local upper Lipschitz continuity of the (possibly set-valued) solution mapping which assigns solutions x to each parameter pair (v,u). We also characterize when this solution mapping is locally a single-valued Lipschitzian mapping (so solutions exist, are unique, and depend Lipschitz continuously on the parameters). These characterizations are automatically sufficient conditions for the more general (and usual) case where v=0. Finally, we study the differentiability properties of the solution mapping in both the single-valued and set-valued cases, in particular obtaining a new characterization of B-differentiability in the single-valued case, along with a formula for the B-derivative. Though these results cover a broad range of stability properties, they are all derived from similar fundamental principles of variational analysis. Received March 30, 1998 / Revised version received July 21, 1998 Published online January 20, 1999     

A class of nonlinear complementarity problems for multifunctions

Given a continuous mapF:R ⁿ R ⁿ and a lower semicontinuous positively homogeneous convex functionh:R ⁿ R, the nonlinear complementarity problem considered here is to findxR ₊ ⁿ andyh(x), the subdifferential ofh atx, such thatF(x)+y0 andx ^T (F(x)+y)=0. Some existence theorems for the above problem are given under certain conditions on the mapF. An application to quasidifferentiable convex programming is also shown.The authors are grateful to Professor O. L. Mangasarian and the referee for their substantive suggestions.     

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 projection-filter method for solving nonlinear complementarity problems

The Josephy-Newton method attacks nonlinear complementarity problems which consists of solving, possibly inexactly, a sequence of linear complementarity problems. Under appropriate regularity assumptions, this method is known to be locally (superlinearly) convergent. Utilizing the filter method, we presented a new globalization strategy for this Newton method applied to nonlinear complementarity problem without any merit function. The strategy is based on the projection-proximal point and filter methodology. Our linesearch procedure uses the regularized Newton direction to force global convergence by means of a projection step which reduces the distance to the solution of the problem. The resulting algorithm is globally convergent to a solution. Under natural assumptions, locally superlinear rate of convergence was established.