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 | |
| 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
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