On the natural merit function for solving complementarity problems (Q647391)
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scientific article; zbMATH DE number 5977604
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| English | On the natural merit function for solving complementarity problems |
scientific article; zbMATH DE number 5977604 |
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On the natural merit function for solving complementarity problems (English)
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23 November 2011
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The authors consider a general class of complementarity problems (CP's) of the form \[ H(x,y,w)=0, x^{T}w=0, x,w \geq 0, \] containing the usual CP's and investigate the problem of minimization of the natural merit function, which is the sum of squares of the gap components. They give conditions which provide for the stationary points of this problem to be solutions of the initial one. These conditions utilize non-singularity of the Jacobian or monotonicity type properties.
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complementarity problems
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natural merit function
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stationary points
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optimality conditions
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0.8324129581451416
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0.8223890662193298
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0.8179880380630493
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