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On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints. (English) Zbl 0886.90148
Ferris, Michael C. (ed.) et al., Complementarity and variational problems. State of the art. Proceedings of the international conference, Baltimore, MD, USA, November 1–4, 1995. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. 1-11 (1997).
Summary: We present a homogeneous formulation and an interior-point algorithm to solve a monotone complementarity problem (MCP) with nonlinear equality constraints and “free” variables. If the problem is solvable, then the algorithm generates a solution converging towards feasibility and complementarity simultaneously. Moreover, we analyze the complexity of the algorithm when the problem satisfies certain Lipschitz conditions.
For the entire collection see [Zbl 0863.00054].
Reviewer: Reviewer (Berlin)

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Software:
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