Electronic Resource
Springer
Computational optimization and applications
5 (1996), S. 155-173
ISSN:
1573-2894
Keywords:
nonlinear complementarity problems
;
unconstrained minimization
;
stationary points
;
global minima
;
descent methods
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00249054
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