On the natural merit function for solving complementarity problems

  • Authors:

  • R. Andreani;J. J. Júdice;J. M. Martínez;J. Patrício

  • Affiliations:

  • Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica, Campinas, Brazil;Departamento de Matemática da Universidade de Coimbra, Coimbra, Portugal and Instituto de Telecomunicações, Polo de Coimbra, Coimbra, Portugal;Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica, Campinas, Brazil;Instituto de Telecomunicações, Polo de Coimbra, Coimbra, Portugal and Instituto Politécnico de Tomar, Tomar, Portugal

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2011

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Abstract

Complementarity problems may be formulated as nonlinear systems of equations with non-negativity constraints. The natural merit function is the sum of squares of the components of the system. Sufficient conditions are established which guarantee that stationary points are solutions of the complementarity problem. Algorithmic consequences are discussed.