نتایج جستجو برای: nonlinear complementarity method

تعداد نتایج: 1802497  

2005
Alp Simsek Asuman E. Ozdaglar Daron Acemoglu

The aim of this paper is to establish sufficient local conditions for the uniqueness of solutions to Nonlinear Complementarity Problems (NCP) and Mixed Complementarity Problems (MCP). Our main theorems state that for NCP and MCP defined by continuously differentiable functions, the solution is unique if the Jacobian of the function is a partial P-matrix at each solution. These theorems generali...

2000
Y. B. ZHAO G. ISAC F. Giannessi

1 We thank the anonymous referees and Professor F.Giannessi for helpful comments and suggestions which lead to improvement of the paper. Abstract. Quasi-P-maps and P(; ;)-maps deened in this paper are two large classes of nonlinear mappings which are broad enough to include P-maps as special cases. It is of interest that the class of quasi-P-maps also encompasses quasimono-tone maps (in particu...

2010
Sanja Rapajić

The inexact Newton method with a special choice of forcing parameters is proposed for solving nonlinear complementarity problems. This method belongs to the class of Jacobian smoothing methods. Linear system is solved approximately in every iteration. The sequence of forcing terms controls the accuracy level of the approximate solution and influences the behavior of the method. Globalization st...

1995
OLEG BURDAKOV

Variational inequalities, nonlinear programming, complementarity problems and other problems can be reduced to nonsmooth equations, for which some generalizations of Newton's method are known. The Newton path, as a natural generalization of the Newton direction, was suggested by D. Ralph for enlarging the convergence region (globalization) of Newton-Robinson's method in the nonsmooth case. We i...

1998
Masahiro Shibata Nobuo Yamashita Masao Fukushima

In this paper we consider the extended semide nite linear complementarity problem (XSDLCP). We propose merit functions that can constitute minimization problems equivalent to XSDLCP and show some properties of these functions. We also consider the semide nite nonlinear complementarity problem (SDNCP) and give new su cient conditions that guarantee the existence of a solution to SDNCP.

1996
Masayuki Shida Susumu Shindoh

In this paper, we study some basic properties of the monotone semide nite nonlinear complementarity problem (SDCP). We show that the trajectory continuously accumulates into the solution set of the SDCP passing through the set of the infeasible but positive de nite matrices under certain conditions. Especially, for the monotone semide nite linear complementarity problem, the trajectory converge...

2002
HANDE Y. BENSON DAVID F. SHANNO ROBERT J. VANDERBEI

In this paper, we present the formulation and solution of optimization problems with complementarity constraints using an interior-point method for nonconvex nonlinear programming. We identify possible difficulties that could arise, such as unbounded faces of dual variables, linear dependence of constraint gradients and initialization issues. We suggest remedies. We include encouraging numerica...

2012
M. A. TAWHID J. L. GOFFIN

This paper deals with nonsmooth nonlinear complementarity problem, where the underlying functions are nonsmooth which admit the H-differentiability but not necessarily locally Lipschitzian or directionally differentiable. We consider a reformulation of the nonlinear complementarity problem as an unconstrained minimization problem. We describe Hdifferentials of the associated penalized Fischer-B...

2003
Sven Leyffer

Recently, it has been shown that mathematical programs with complementarity constraints (MPCCs) can be solved efficiently and reliably as nonlinear programs. This paper examines various nonlinear formulations of the complementarity constraints. Several nonlinear complementarity functions are considered for use in MPCC. Unlike standard smoothing techniques, however, the reformulations do not req...

Journal: :Oper. Res. Lett. 1999
Yunbin Zhao

We establish several new existence theorems for nonlinear variational inequalities with generalized positively homogeneous functions. The results presented here are general enough to include two Mor e existence theorems of complementarity problems as the special cases. We also establish an existence result for the nonlinear complementarity problem with an exceptional regularity map. The concept...

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