Solving non-linear complementarity problem by a derivative-free descent method

DOI10.1504/IJOR.2011.038906MaRDI QIDQ545211zbMATH OpenOpenAlexFDO

Authors M. A. Tawhid

Publication date 22 June 2011

Published in International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijor.2011.038906

zbMATH Keywords

descent algorithmmerit functionsNCPNCP functionnon-linear complementarity problemunconstrained minimisation

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Derivative-free methods and methods using generalized derivatives (90C56)

Review text

Summary: The non-linear complementarity problem (NCP) has many important applications in operations research, economic equilibrium, models, mathematical programming, engineering and mechanics. In this paper, we consider smooth NCP on the basis of the square Kanzow-Kleinmichel function. We show under certain assumptions, any stationary point of the unconstrained minimisation problem is already a solution of smooth NCP. Also, we suggest a derivative-free descent algorithm and give conditions for its convergence. Furthermore, we present some preliminary numerical results.

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