1978•SIAM Journal on Control and OptimizationRequires access
On a Direct Algorithm for Nonlinear Complementarity Problems
G. J. Habetler, Michael M. Kostreva
Open publisher page 21 citations
Abstract
We extend Murty’s scheme for solving linear complementarity problems to the generalized nonlinear complementarity problem on an orthant of $R^n $. Reformulating to accommodate a type of nonlinear function generalizing the P-matrices of Fiedler and Pták, we present an algorithm which is simple, efficient and does not require monotonicity for convergence.