Iterative algorithms for semi-linear quasi-complementarity problems (Q912001): Difference between revisions

Let f,g: \(R^ n\to R^ n\) be continuous mappings, and K: \(u\to K(u)\) be a point-to-set mapping which associates a closed convex cone K(u) of \(R^ n\) to any element u of \(R^ n\). The general quasi complementarity problem of finding \(u\in R^ n\) such that g(u)\(\in K(u)\), \(f(u)\in K^*(u)\) and \((g(u),f(u))=0\) is considered, where \(K^*(u)=\{w\in R^ n\); (w,v)\(\geq 0\) for all \(v\in K(u)\}\) is the polar cone of the convex cone K(u). The quasi complementarity problem is a generalization of the complementarity problem and related to the general variational inequality problem of finding \(u\in R^ n\) such that (f(u),g(v)-g(u))\(\geq 0\) for all g(u),g(v)\(\in K(u)\). If the mapping f takes the form f: \(u\to Mu+q\), for \(M\in R^{n\times n}\), \(q\in R^ n\), the problem is a semi-linear quasi complementarity problem. Iterative algorithms for computing the approximate solution of the general quasi complementarity problem are presented which are general and unifying ones, i.e. the algorithms considered in the paper include many existing algorithms as special cases for solving complementarity problems. A convergence analysis and criteria for the algorithms are provided.