<p>We study a general class of nonlinear complementarity problems including the subclass of polynomial ones. As a solution method, we propose an algorithm based on branch-reduce-and-bound paradigm. In contrast to most existing solution methods, our algorithm works under very general conditions. Computational experiments on a number of complementarity problems show the practicability of our solution approach.</p>

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Monotonic Complementarity Problems

  • Xuan Thanh Le,
  • Do Thi Thuy,
  • Tran Van Thang

摘要

We study a general class of nonlinear complementarity problems including the subclass of polynomial ones. As a solution method, we propose an algorithm based on branch-reduce-and-bound paradigm. In contrast to most existing solution methods, our algorithm works under very general conditions. Computational experiments on a number of complementarity problems show the practicability of our solution approach.