Some equation-based methods for the nonlinear complementarity problem

Abstract

We present some methods for solving the nonlinear complementarity problem (NCP). These methods are based on a characterization of NCP consisting of a (usually differentiable) system of nonlinear equations. In particular, we present a decomposition of the linear system which arises at each iteration of Newton's method. Finally, some preliminary numerical results are given.

Keywords:

• nonlinear complementarity
• nonlinear equations
• Newton's method
• decomposition

Additional information

Notes on contributors

Christian Kanzow