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Generalized second-order complementarity problems: theory and numerical experiments

Summary: Generalized second-order complementarity problems:
theory and numerical experiments
R. Andreani
A. Friedlander
M.P. Mello§
S. A. Santos¶
February 3, 2006
The generalized second-order cone complementarity problem (GSOCCP) is reformulated via
bound-constrained minimization, preserving differentiability of the original data. Four reformu-
lations are proposed, which are tested in five low dimensional instances. A thorough presentation
and discussion of the numerical experiments is provided, to illustrate the performance of the
reformulations. In a companion paper, equivalence results relating global minimizers of two of
the reformulations with zero objective function value and solutions to GSOCCP are proved,
together with sufficient conditions for ensuring correspondence between stationary points of one
of the reformulations and solutions to GSOCCP. Reference to these results are included, with
additional theoretical insight into the second reformulation that has been previously addressed.
Keywords. complementarity problems, minimization algorithms, reformulation, numerical ex-
AMS: 90C33, 90C30


Source: Andreani, Roberto - Instituto de Matemática, Estatística e Computação Científica, Universidade Estadual de Campinas


Collections: Mathematics