×

A class of nonlinear complementarity problems for multifunctions. (English) Zbl 0593.90078

Summary: Given a continuous map \(F: R^ n\to R^ n\) and a lower semicontinuous positively homogeneous convex function \(h: R^ n\to R\), the nonlinear complementarity problem considered here is to find \(x\in R^ n_+\) and yC\(\partial h(x)\), the subdifferential of h at x, such that \(F(x)+y\geq 0\) and \(x^ T(F(x)+y)=0\). Some existence theorems for the above problem are given under certain conditions on the map F. An application to quasidifferentiable convex programming is also shown.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C25 Convex programming
Full Text: DOI

References:

[1] Cottle, R. W.,Nonlinear Programs with Positively Bounded Jacobians, SIAM Journal on Applied Mathematics, Vol. 14, pp. 147-158, 1966. · Zbl 0158.18903 · doi:10.1137/0114012
[2] Karamardian, S.,The Complementarity Problem, Mathematical Programming, Vol. 2, pp. 107-129, 1972. · Zbl 0247.90058 · doi:10.1007/BF01584538
[3] Kojima, M.,A Unification of the Existence Theorems of the Nonlinear Complementarity Problem, Mathematical Programming, Vol. 9, pp. 257-277, 1975. · Zbl 0347.90039 · doi:10.1007/BF01681350
[4] Mangasarian, O. L.,Locally Unique Solutions of Quadratic Programs, Linear and Nonlinear Complementarity Problems, Mathematical Programming, Vol. 19, pp. 200-212, 1980. · Zbl 0442.90089 · doi:10.1007/BF01581641
[5] McLinden, L.,The Complementarity Problem for Maximal Monotone Multifunctions, Variational Inequalities and Complementarity Problems, Edited by R. W. Cottle, F. Giannessi, and J. L. Lions, John Wiley and Sons, Chichester, England, pp. 251-270, 1980. · Zbl 0499.90073
[6] Moré, J. J.,Coercivity Conditions in Nonlinear Complementarity Problems, SIAM Review, Vol. 16, pp. 1-16, 1974. · doi:10.1137/1016001
[7] Parida, J., andRoy, K. L.,An Existence Theorem for the Nonlinear Complementarity Problem, Indian Journal of Pure and Applied Mathematics, Vol. 13, pp. 615-619, 1982. · Zbl 0492.90079
[8] Saigal, R.,Extension of the Generalized Complementarity Problem, Mathematics of Operations Research, Vol. 1, pp 260-266, 1976. · Zbl 0363.90091 · doi:10.1287/moor.1.3.260
[9] Rockafellar, R. T.,Convex Analysis, Princeton University Press, Princeton, New Jersey, 1970. · Zbl 0193.18401
[10] Tanimoto, S.,Nondifferentiable Mathematical Programming and Convex-Concave Functions, Journal of Optimization Theory and Applications, Vol. 31, pp. 331-342, 1980. · Zbl 0418.90073 · doi:10.1007/BF01262976
[11] Clarke, F. H.,A New Approach to Lagrange Multipliers, Mathematics of Operations Research, Vol. 1, pp. 165-174, 1976. · Zbl 0404.90100 · doi:10.1287/moor.1.2.165
[12] Mangasarian, O. L.,Nonlinear Programming, McGraw-Hill Book Company, New York, New York, 1969.
[13] Kakutani, S.,A Generalization of Brouwer’s Fixed-Point Theorem, Duke Mathematical Journal, Vol. 8, pp. 457-459, 1941. · Zbl 0061.40304 · doi:10.1215/S0012-7094-41-00838-4
[14] Mangasarian, O. L., andMcLinden, L.,Simple Bounds for Solutions of Monotone Complementarity Problems and Convex Programs, Mathematical Programming, Vol. 32, pp. 32-40, 1985. · Zbl 0567.90093 · doi:10.1007/BF01585657
[15] Parida, J., andSen, A.,Duality and Existence Theory for Nondifferentiable Programming, Journal of Optimization Theory and Applications Vol. 48, pp. 451-458, 1986. · Zbl 0562.90080 · doi:10.1007/BF00940571
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.