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A Descent Algorithm for Solving Nonlinear Complementarity Problem

Hangyu Wang

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Abstract

In [1], nonlinear complementarity problem was reformulated as a nonnegative constrained optimization problem by Solodov. Based on this reformulation, we present in this paper a descent algorithm for solving nonlinear complementarity problem and its global convergence is proved under the condition that the underlying mapping is strongly monotone.

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In [1], nonlinear complementarity problem was reformulated as a nonnegative constrained optimization problem by Solodov. Based on this reformulation, we present in this paper a descent algorithm for solving nonlinear complementarity problem and its global convergence is proved under the condition that the underlying mapping is strongly monotone.

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Available abstract

In [1], nonlinear complementarity problem was reformulated as a nonnegative constrained optimization problem by Solodov. Based on this reformulation, we present in this paper a descent algorithm for solving nonlinear complementarity problem and its global convergence is proved under the condition that the underlying mapping is strongly monotone.

Key concepts: Nonlinear complementarity problem, Mixed complementarity problem, Complementarity theory, Complementarity (molecular biology), Mathematics, Monotone polygon, Mathematical optimization, Nonlinear system

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