An interior point method for the nonlinear complementarity problem (Q1369440)
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English | An interior point method for the nonlinear complementarity problem |
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An interior point method for the nonlinear complementarity problem (English)
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19 February 1998
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The author presents an interior point method for the nonlinear complementarity problem \(z\geq 0\), \(F(z)\geq 0\), \(z^TF(z)= 0\), where \(F:\mathbb{R}^n\to\mathbb{R}^n\). The given method converges whenever the problem has solutions and \(F\) is paramonotone, i.e. monotone and such that \((F(x)- F(y),x- y)=0\) implies \(F(x)= F(y)\).
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interior point method
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nonlinear complementarity problem
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paramonotone
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