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

DOI10.1016/S0893-9659(99)00049-XMaRDI QIDQ1808450zbMATH OpenOpenAlexFDO

Authors R. Andreani, J. M. Martínez

Publication date 16 November 2001

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0893-9659(99)00049-x, http://hdl.handle.net/11449/65799

zbMATH Keywords

nonlinear complementarityreformulationsunconstrained optimization

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

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.

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Cites work

• A unified approach to interior point algorithms for linear complementarity problems: A summary
• An interior point potential reduction method for constrained equations
• scientific article; zbMATH DE number 1059220 (Why is no real title available?)
• On P- and S-functions and related classes of \(n\)-dimensional nonlinear mappings

Cited in

(5)

• Further application of H-differentiability to generalized complementarity problems based on generalized Fisher-Burmeister functions
• On the solution of bounded and unbounded mixed complementarity problems
• Reformulation of Variational Inequalities on a Simplex and Compactification of Complementarity Problems
• A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution
• The penalized Fischer-Burmeister SOC complementarity function

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