On the Resolution of the Generalized Nonlinear Complementarity Problem

Minimization of a differentiable function subject to box constraints is proposed as a strategy to solve the generalized nonlinear complementarity problem (GNCP) defined on a polyhedral cone. It is not necessary to calculate projections that complicate and sometimes even disable the implementation of...

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Veröffentlicht in:SIAM journal on optimization Jg. 12; H. 2; S. 303 - 321
Hauptverfasser: Andreani, Roberto, Friedlander, Ana, Santos, Sandra A.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia Society for Industrial and Applied Mathematics 2002
Schlagworte:
Algorithms
Applied mathematics
Linear programming
Optimization
ISSN:1052-6234, 1095-7189
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Zusammenfassung:Minimization of a differentiable function subject to box constraints is proposed as a strategy to solve the generalized nonlinear complementarity problem (GNCP) defined on a polyhedral cone. It is not necessary to calculate projections that complicate and sometimes even disable the implementation of algorithms for solving these kinds of problems. Theoretical results that relate stationary points of the function that is minimized to the solutions of the GNCP are presented. Perturbations of the GNCP are also considered, and results are obtained related to the resolution of GNCPs with very general assumptions on the data. These theoretical results show that local methods for box-constrained optimization applied to the associated problem are efficient tools for solving the GNCP. Numerical experiments are presented that encourage the use of this approach.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:1052-6234
1095-7189
DOI:10.1137/S1052623400377591