Equivalence of complementarity problems to differentiable minimization: A unified approach
Conference
·
OSTI ID:36037
We consider two merit functions for a generalized nonlinear complementarity problem (GNCP for short) based on quadratic regularization of the standard gap function linearized. The first extends Fukushima`s merit function for variational inequality problems and the second extends Mangasarian and Solodov`s implicit Lagrangian for complementarity problems. We show, among other things, that the second merit function is in the order of the natural residual squared and we give conditions under which the stationary points of this function are the solutions to GNCP. These results extend those of Luo et al. and of Yamashita and Fukushima on the properties of the implicit Lagrangian.
- OSTI ID:
- 36037
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0306
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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