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On Generalized Complementarity Problem

Anwer M. Siddiqi, Rais Ahmad

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Abstract

In this paper, we extend generalized implicit complementarity problem and study the existence of the solution of this new problem using variational inequality technique. An algorithm is given to find the approximate solution and prove that this approximate solution converges to the exact solution of the problem. We also study the sensitivity analysis for generalized variational inequality. Several special cases are also discussed.

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What this paper is about

In this paper, we extend generalized implicit complementarity problem and study the existence of the solution of this new problem using variational inequality technique. An algorithm is given to find the approximate solution and prove that this approximate solution converges to the exact solution of the problem. We also study the sensitivity analysis for generalized variational inequality. Several special cases are also discussed.

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Available abstract

In this paper, we extend generalized implicit complementarity problem and study the existence of the solution of this new problem using variational inequality technique. An algorithm is given to find the approximate solution and prove that this approximate solution converges to the exact solution of the problem. We also study the sensitivity analysis for generalized variational inequality. Several special cases are also discussed.

Key concepts: Complementarity theory, Variational inequality, Complementarity (molecular biology), Mixed complementarity problem, Mathematics, Applied mathematics, Inequality, Mathematical optimization

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