On the regularization of mixed complementarity problems

Andreani, R.; Martínez, J. M.; Svaiter, B. F.

Please use this identifier to cite or link to this item: http://acervodigital.unesp.br/handle/11449/66314

Title:

On the regularization of mixed complementarity problems

Author(s):

Institution:

Universidade Estadual Paulista (UNESP)
Universidade Estadual de Campinas (UNICAMP)
IMPA

ISSN:

0163-0563

Abstract:

A variational inequality problem (VIP) satisfying a constraint qualification can be reduced to a mixed complementarity problem (MCP). Monotonicity of the VIP implies that the MCP is also monotone. Introducing regularizing perturbations, a sequence of strictly monotone mixed complementarity problems is generated. It is shown that, if the original problem is solvable, the sequence of computable inexact solutions of the strictly monotone MCP's is bounded and every accumulation point is a solution. Under an additional condition on the precision used for solving each subproblem, the sequence converges to the minimum norm solution of the MCP. Copyright © 2000 by Marcel Dekker, Inc.

Issue Date:

1-Dec-2000

Citation:

Numerical Functional Analysis and Optimization, v. 21, n. 5-6, p. 589-600, 2000.

Time Duration:

589-600

Keywords:

Complementarity
Inexact solutions
Minimization algorithms
Perturbations
Reformulation
Variational inequalities
Algorithms
Constraint theory
Convergence of numerical methods
Mathematical operators
Optimization
Perturbation techniques
Mixed complementarity problems
Monotone operators
Variational inequality problem
Variational techniques

Source:

http://dx.doi.org/10.1080/01630560008816976

URI:

Access Rights:

Acesso restrito

Type:

outro

Source:

http://repositorio.unesp.br/handle/11449/66314

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