OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM

DOI10.15807/JORSJ.37.310MaRDI QIDQ4840356zbMATH OpenOpenAlexFDO

Authors Kouichi Taji, Masao Fukushima

Publication date 17 January 1996

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.37.310

zbMATH Keywords

variational inequalitytraffic equilibriumnonlinear complementarityspatial equilibriumdifferentiable optimization

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)

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• New constrained optimization reformulation of complementarity problems
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
• Globally convergent algorithms for semidefinite complementarity problems
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• A globally convergent BFGS method for pseudo-monotone variational inequality problems
• Convergence analysis of a projection algorithm for variational inequality problems

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