On the solution of bounded and unbounded mixed complementarity problems

被引：7

作者：

Andreani, R

Martínez, JM

机构：

[1] Univ Estadual Campinas, Dept Appl Math, IMECC, BR-13081970 Campinas, SP, Brazil

[2] Univ Nacl Estadual Sao Paulo, Dept Comp Sci & Stat, BR-15054000 Sao Jose Do Rio Preto, SP, Brazil

来源：

OPTIMIZATION | 2001年 / 50卷 / 3-4期

基金：

巴西圣保罗研究基金会;

关键词：

mixed complementarity problem; variational inequalities; box constrained minimization; reformulation;

D O I：

10.1080/02331930108844563

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A reformulation of the bounded mixed complementarity problem is introduced. It is proved that the level sets of the objective function are bounded and, under reasonable assumptions, stationary points coincide with solutions of the original variational inequality problem. Therefore, standard minimization algorithms applied to the new reformulation must succeed. This result is applied to the compactification of unbounded mixed complementarity problems.

引用

页码：265 / 278

页数：14

共 25 条

[1] The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function [J].