On the regularization of mixed complementarity problems
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Taylor & Francis
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Resumo
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.
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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
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Inglês
Citação
Numerical Functional Analysis and Optimization, v. 21, n. 5-6, p. 589-600, 2000.
