A Simplicial Algorithm for the Mixed Nonlinear Complementarity Problem with Application to Convex Programming.
Abstract
Given a continuous mapping f(x) from (R sup N) to (R sup n) the authors consider a problem in which some components of f(x) are required to satisfy a complementarity condition and the other components are required to be zero. This problem includes the nonlinear complementarity problem, the problem of finding a zero of a system of nonlinear equations, and the problem of finding a Kuhn-Tucker point of a nonlinear program with both equality and inequality constraints. A simplicial approximation algorithm for this problem is given and finite termination conditions are established. These conditions provide previously unknown existence results. Application of the algorithm to convex programming is described and computational experience presented. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1974
- Accession Number
- AD0787829
Entities
People
- F. J. Gould
- J. W. Tolle
- M. L. Fisher
Organizations
- University of Chicago