Unconstrained Methods for Generalized Complementarity Problems

نویسندگان

  • Ji-Ming Peng
  • Ya-Xiang Yuan
چکیده

In this paper, the generalized complementarity problem is formulated as an uncon-strained optimization problem. Our results generalize the results of 9]. The dimen-sionality of the unconstrained problem is the same as that of the original problem. If the mapping of generalized complementarity problem is diierentiable, the objective function of the unconstrained problem is also diierentiable. All the solutions of the original problem are global minimizers of the optimization problem. A generalized strict complementarity condition is given. Under certain assumptions, local properties of the correspondent unconstrained optimization problem are studied. Limited numerical tests are also reported.

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تاریخ انتشار 1997