Global methods for nonlinear complementarity problems [report]

J.J. More
1994 unpublished
~OI ĨXSI UI I M. royalt~-fre~ license to publlrh or reproduce the published form of thlr contribution. OT allow othen to do Y), for .--. . U. S. Gourrnment wrpom. I ABSTRACT Global methods for nonlinear complementarity problems formulate the problem as a systenl of nonsmooth nonlinear equations approach, or use continuation to trace a path defined by a smooth system of nonlinear equations. We formulate the nonlinear complementarity problem as a bound-constrained nonlinear least squares problem.
more » ... Algorithms based on this formulation are applicable to general nonlinear complementarity problems, can be started froni any nonnegative starting point, and each iteration only requires the solution of systems of linear equations. Convergence to a solution of the nonlinear complementarity problem is guaranteed under reasonable regularity assumptions. The converge rate is Q-linear, Qsuperlinear, or Q-quadratic, depending on the tolerances used to solve the subproblems. Clearly, c* solves (t.3) if and only if c* is a solution of the nonlinear complementarity problem. This approach has been developed by Harker and Xiao [19] , Pang and Gabriel [39], and Monteiro, Pang, and Wang [32]. The nonlinear corripleinentarity problem (1.1) can also be formdated as the constrained system of nonlinear equations Z > O , YLO, where h : RZ'
doi:10.2172/204261 fatcat:oms47az4q5gd7oibunboxy6xlu