ISSN:
1573-2878
Keywords:
Nonlinear complementarity problems
;
implicit Lagrangians
;
equivalent differentiable optimization problems
;
stationary points
;
descent methods
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Mangasarian and Solodov have recently introduced an unconstrained optimization problem whose global minima are solutions of the nonlinear complementarity problem (NCP). In this paper, we show that, if the mapping involved in NCP has a positive-definite Jacobian, then any stationary point of the optimization problem actually solves NCP. We also discuss a descent method for solving the unconstrained optimization problem.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02191990
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