Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method

Yi Ju Wang; Xin Zhen Zhang; Liqun Qi

doi:10.1080/02331930500342625

Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method

Yi Ju Wang, Xin Zhen Zhang, Liqun Qi

Research output: Journal article publication › Journal article › Academic research › peer-review

7 Citations (Scopus)

Abstract

In this article, we first propose an unconstrained optimization reformulation of the generalized nonlinear complementarity problem (GNCP) over a polyhedral cone, and then discuss the conditions under which its any stationary point is a solution of the GNCP. The conditions which guarantee the nonsingularity and positive definiteness of the Hessian matrix of the objective function are also given. In the end, we design a Newton-type method to solve the GNCP and show the global and local quadratic convergence of the proposed method under certain assumptions.

Original language	English
Pages (from-to)	563-577
Number of pages	15
Journal	Optimization
Volume	54
Issue number	6
DOIs	https://doi.org/10.1080/02331930500342625
Publication status	Published - 1 Dec 2005

Keywords

GNCP
Optimization reformulation
Quadratical convergence

ASJC Scopus subject areas

Applied Mathematics
Control and Optimization
Management Science and Operations Research

More information

10.1080/02331930500342625

Cite this

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KW - Quadratical convergence

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Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method

Abstract

Keywords

ASJC Scopus subject areas

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