Year: 1997
Journal of Computational Mathematics, Vol. 15 (1997), Iss. 3 : pp. 253–264
Abstract
In this paper, the generalized complementarity problem is formulated as an unconstrained optimization problem. Our results generalize the results of [9]. The dimensionality of the unconstrained problem is the same as that of the original problem. If the mapping of generalized complementarity problem is differentiable, the objective function of the unconstrained problem is also differentiable. All the solutions of the original problem are global minimizers of the optimization problem. A generalized strict complementarity condition is given. Under certain assumptions, local properties of the correspondent unconstrained optimization problem are studied. Limited numerical tests are also reported.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1997-JCM-9203
Journal of Computational Mathematics, Vol. 15 (1997), Iss. 3 : pp. 253–264
Published online: 1997-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12