The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function (Q1808450)

In this paper variational inequalities with feasible set defined by a box constraint (BVIP) are considered. In a first section a reformulation of this problem as a global unconstrained optimization problem due to \textit{F. Facchinei, A. Fischer} and \textit{C. Kanzow} [Ferris Michael (ed.) et al., Complementarity and variational problems. State of the art. Proc. Int. Conf., Baltimore 1995, 76--90 (1997; Zbl 0886.90152)] is introduced. A bounded level set of the objective function is then presented under the assumption that the feasible set defined as a box constraint is also bounded. In a second section this result is applied to the special case of nonlinear complementarity problem (NCP), which is defined as the BVIP with the positivity cone as feasible set. This unbounded feasible set is then suggested to be substituted by certain bounded box constraints, such that the results of the first section apply. A condition on the defining mapping of a NCP is given, under whhich the stationary points of the reformulation (as unconstrained global optimization problem) of the bounded BVIP proposed happen to be also solutions of the NCP.