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We present a sufficient condition for monotonicity of the nonlinear nonsmooth system generated by Fischer–Burmeister function associated with nonlinear complementarity problem. Based on the presented condition, the nonlinear complementarity problem considered in this paper is equivalently formulated to a nonsmooth monotone system. We then propose a modified multivariate spectral gradient projection method for the resulting system, and establish the global convergence without smoothness and Lipschitz condition. Preliminary numerical experiments show that, compared to some existing methods, the proposed method is effective. [ABSTRACT FROM AUTHOR]

By equivalently transforming a class of weakly nonlinear complementarity problems into a modulus equation, and introducing a smoothing approximation of the absolute value function, a smoothing Newton method is established for solving the weakly nonlinear complementarity problem. Under some mild assumptions, the proposed method is shown to possess global convergence and locally quadratical convergence. Especially, the global convergence results do not need a priori existence of an accumulation point with some suitable conditions. Numerical results are given to show the efficiency of the proposed method. [ABSTRACT FROM AUTHOR]

We enrich the theory of variational inequalities in the case of an aggregative structure by implementing recent results obtained by using the Selten–Szidarovszky technique. We derive existence, semi-uniqueness and uniqueness results for solutions and provide a computational method. As an application we derive very powerful practical equilibrium results for Nash equilibria of sum-aggregative games and illustrate with Cournot oligopolies. [ABSTRACT FROM AUTHOR]

We consider a geometrical approach to the optimisation problems motivated by transportation system management. Here, we provide a comprehensive account of geometric programming based on the elementary Finsler geometry in R n . Then, we present a Finslerian dynamical model for the nonlinear complementarity problem of traffic equilibrium that can be applied to a variety of equilibrium problems. [ABSTRACT FROM AUTHOR]

In this paper, we discuss the modulus-based matrix splitting iteration method for solving a class of nonlinear complementarity problems under a weakened condition, and present the general convergence conditions for the method in terms of spectral radius and matrix norm, respectively. Moreover, for some special cases of the method, we propose the concrete convergence conditions and optimal parameters. These convergence theories improve the existing results to some extent. The numerical experiments verify the validity and practicality of the presented results. [ABSTRACT FROM AUTHOR]

In this paper, we propose a preconditioned general two-step modulus-based accelerated overrelaxation (MAOR) iteration method for solving a class of nonlinear complementarity problems. The convergence analysis and the condition of the iterative parameters are given when the system matrix is either positive definite or an H + -matrix. Numerical examples further illustrate that the proposed method is efficient and has better performance than some existing modulus-based iteration methods in aspects of the number of iteration steps and CPU time. [ABSTRACT FROM AUTHOR]

For constrained equations with nonisolated solutions and a certain family of Newton-type methods, it was previously shown that if the equation mapping is 2-regular at a given solution with respect to a direction which is interior feasible and which is in the null space of the Jacobian, then there is an associated large (not asymptotically thin) domain of starting points from which the iterates are well defined and converge to the specific solution in question. Under these assumptions, the constrained local Lipschitzian error bound does not hold, unlike the common settings of convergence and rate of convergence analyses. In this work, we complement those previous results by considering the case when the equation mapping is 2-regular with respect to a direction in the null space of the Jacobian which is in the tangent cone to the set, but need not be interior feasible. Under some further conditions, we still show linear convergence of order 1/2 from a large domain around the solution (despite degeneracy, and despite that there may exist other solutions nearby). Our results apply to constrained variants of the Gauss–Newton and Levenberg–Marquardt methods, and to the LP-Newton method. An illustration for a smooth constrained reformulation of the nonlinear complementarity problem is also provided. [ABSTRACT FROM AUTHOR]

For a class of second-order cone nonlinear complementarity problems, abbreviated as SOCNCPs, we establish the modulus-based matrix splitting relaxation iteration methods, which are obtained by reformulating equivalently SOCNCP as an implicit fixed-point equation based on Jordan algebra associated with the second-order cone. The global convergence theorems are given under suitable choices of the involved splitting matrix and parameter matrices. When the splitting matrix is symmetric positive definite, the strategy choice of the parameters is discussed. Numerical experiments have shown that the modulus-based iteration methods are effective for solving SOCNCPs. [ABSTRACT FROM AUTHOR]

In this paper we consider the nonlinear complementarity problem over circular cones (CCNCP) which contains a lot of circular cone optimization problems. We study a one-parametric class of smoothing functions which can be used to reformulate the CCNCP as a system of smooth nonlinear equations. Based on the equivalent reformulation, we propose a smoothing inexact Newton method to solve the CCNCP. In each iteration, the proposed method solves the nonlinear equations only approximately. Since the inexact direction is not necessarily descent, a new derivative-free nonmonotone line search is developed to ensure that the proposed method has global and local superlinear and quadratical convergence. Some numerical results are also reported. [ABSTRACT FROM AUTHOR]

In this paper, we present a one-layer recurrent neural network (NN) for solving convex optimization problems by using the Mangasarian and Solodov (MS) implicit Lagrangian function. In this paper by using Krush–Kuhn–Tucker conditions and MS function the NN model was derived from an unconstrained minimization problem. The proposed NN model is one layer and compared to the available NNs for solving convex optimization problems, which has a better performance in convergence time. The proposed NN model is stable in the sense of Lyapunov and globally convergent to optimal solution of the original problem. Finally, simulation results on several numerical examples are presented and the validity of the proposed NN model is demonstrated. [ABSTRACT FROM AUTHOR]

Based on the generalized Fischer–Burmeister smoothing function, we propose a regularization Newton method for solving the nonlinear complementarity problem. The proposed method views the regularization parameter as an independent variable. Moreover, it solves a perturbed Newton equation to obtain the search direction and adopts a simple nonmonotone line search scheme to improve the numerical results. Under suitable assumptions, we prove that our method has global and local quadratic convergence and the regularization parameter converges to zero globally Q-linearly. Numerical results shows that there does exist new smoothing function which is better than the Fischer–Burmeister smoothing function. [ABSTRACT FROM AUTHOR]

Having in mind singular solutions of smooth reformulations of complementarity problems, arising unavoidably when the solution in question violates strict complementarity, we study the behavior of Newton-type methods near singular solutions of nonlinear equations, assuming that the operator of the equation possesses a strongly semismooth derivative, but is not necessarily twice differentiable. These smoothness restrictions give rise to peculiarities of the analysis and results on local linear convergence and asymptotic acceptance of the full step, the issues addressed in this work. Moreover, we consider not only the basic Newton method, but also some stabilized versions of it intended for tackling singular (including nonisolated) solutions. Applications to nonlinear complementarity problems are also dealt with. [ABSTRACT FROM AUTHOR]

In this paper, using the sign patterns of the solution of the equivalent modulus equation, the resolution of the nonlinear complementarity problem shrinks to find the zero of a differentiable nonlinear function. Then, a sign-based Newton's method is established by applying the Newton's iteration. The theoretical analysis for the sign patterns of the solution of the equivalent modulus equation is given under the assumption of strictly complementarity. Moreover, by using the known modulus-based matrix splitting iteration method to detect the sign patterns of the solution of the equivalent modulus equation, a practical sign-detection Newton's method is proposed. Numerical examples show that the new methods are efficient and accelerate the convergence performance with higher precision and less CPU time than the existing modulus-based matrix splitting iteration method and the projection-based matrix splitting iteration method, especially for the large sparse problems. [ABSTRACT FROM AUTHOR]

As is well-known, Jacobian smoothing method is a popular one to solve nonlinear complementarity problems, in which the Jacobian consistency is stressed. By investigating an element of related functions’ B-differential, a smoothing Levenberg-Marquardt(LM) method is proposed based on a Chen-Harker-Kanzow-Smale(CHKS) smoothing function, which satisfies a property called strongly Jacobian consistency. Finally, the numerical experiments illustrate the effectiveness of the given method. [ABSTRACT FROM AUTHOR]

In this paper, we study a class of nonlinear complementarity problems associated with circular cone (CCNCP for short), which is a type of non-symmetric cone complementarity problems. Useful properties of the circular cone are investigated, which help to reformulate equivalently CCNCP as an implicit fixed-point equation. Based on the implicit fixed-point equation and splittings of the system matrix, we establish a class of relaxation modulus-based matrix splitting iteration methods for solving such a complementarity problem. The convergence of the proposed modulus-based matrix splitting iteration methods has been analyzed and the strategy choice of the parameters are discussed when the splitting matrix is symmetric positive definite. Numerical experiments have shown that the modulus-based iteration methods are effective for solving CCNCP. [ABSTRACT FROM AUTHOR]

In this paper, we establish a two-step modulus-based matrix splitting iteration method for solving a class of nonlinear complementarity problems with the system matrix being an H+-matrix. The convergence analysis of the proposed method is given. Numerical examples show that the proposed method is efficient. [ABSTRACT FROM AUTHOR]

This paper establishes a theoretical framework of infeasible Mehrotra-type predictor–corrector algorithm for nonmonotone nonlinear complementarity problems over symmetric cones which can be regarded as an extension the Mehrotra’s algorithm proposed by Salahi et al. (On Mehrotra-type predictor–corrector algorithms. SIAM J Optim 18(4):1377–1397, 2005) from nonnegative orthant to symmetric cone. The iteration complexity of the algorithm is estimated, and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable. [ABSTRACT FROM AUTHOR]

In this paper, the convergence conditions of the modulus-based matrix splitting iteration method for nonlinear complementarity problem of H-matrices are weakened. The convergence domain given by the proposed theorems is larger than the existing ones. Numerical examples show the advantages of the new theorems. [ABSTRACT FROM AUTHOR]

This study concerns about modeling the mixed equilibrium (ME) problem, including user equilibrium, system optimum, and Cournot-Nash players, with general common constraints (CCs) on transportation networks. The CCs capture the interactions of the decision variables of different players in ME, which could be internal interactions such as road link capacity constraints or external such as emission or congestion control policies. It is shown that ME with CCs can be modeled as a generalized Nash equilibrium problem (GNEP). The study proves that, under certain conditions, the GNEP-based ME is jointly convex, which can be reformulated as a variational inequality (VI). We then study the solution existence, uniqueness and solving method for the VI-based model, followed by a discussion on its potential applications. Numerical tests are conducted with common nonlinear link emission constraints as the CCs on a simple two-node, three-link network first, and then on the Nguyen Dupus network. The results show that modeling users' route choice behavior with CCs is more general in evaluating system performance, planning link capacities, and making congestion or emission control related policies. [ABSTRACT FROM AUTHOR]

The aim of this paper is to give a generalized version of Caristi fixed point theorems in pseudo-metric spaces. Our results generalize and improve many of well-known theorems. As an application of our results, we give a new existence theorem to the generalized nonlinear complementarity problem and a solution of differential inclusion in the distributions setting. [ABSTRACT FROM AUTHOR]

Recently, the tensor complementarity problem has been investigated in the literature. An important question involving the property of global uniqueness and solvability for a class of tensor complementarity problems was proposed by Song and Qi (J Optim Theory Appl, 165:854-873, ). In the present paper, we give an answer to this question by constructing two counterexamples. We also show that the solution set of this class of tensor complementarity problems is nonempty and compact. In particular, we introduce a class of related structured tensors and show that the corresponding tensor complementarity problem has the property of global uniqueness and solvability. [ABSTRACT FROM AUTHOR]

Smoothing Newton methods have been successfully applied to solve the nonlinear complementarity problem (NCP). In this paper, we first study some properties of the generalized Fischer-Burmeister smoothing function. Based on this function, we then design a smoothing inexact Newton method for the NCP. At each iteration, a system of linear equations is solved only inexactly.Moreover, our method uses a nonmonotone line search technique which is much simpler than existing nonmonotone line searches used in smoothing Newton methods. Under suitable assumptions, we prove that the proposed method is globally and locally superlinearly convergent. Some numerical results are also reported. [ABSTRACT FROM AUTHOR]

In this paper, we propose a box-constrained differentiable penalty method for nonlinear complementarity problems, which not only inherits the same convergence rate as the existing $$\ell _\frac{1}{p}$$ -penalty method but also overcomes its disadvantage of non-Lipschitzianness. We introduce the concept of a uniform $$\xi $$ - $$P$$ -function with $$\xi \in (1,2]$$ , and apply it to prove that the solution of box-constrained penalized equations converges to that of the original problem at an exponential order. Instead of solving the box-constrained penalized equations directly, we solve a corresponding differentiable least squares problem by using a trust-region Gauss-Newton method. Furthermore, we establish the connection between the local solution of the least squares problem and that of the original problem under mild conditions. We carry out the numerical experiments on the test problems from MCPLIB, and show that the proposed method is efficient and robust. [ABSTRACT FROM AUTHOR]

This work deals with the analysis and numerical resolution of a broad class of complementarity problems on spaces of symmetric matrices. The complementarity conditions are expressed in terms of the Loewner ordering or, more generally, with respect to a dual pair of Loewnerian cones. [ABSTRACT FROM AUTHOR]

In this paper, we study some properties of quasiconvex nonlinear complementarity functions. However, we prove that a nonlinear complementarity function cannot be pseudoconvex. As a consequence of this, we show that every convex nonlinear complementarity function is nondifferentiable. Furthermore, some properties of homogeneous nonlinear complementarity functions are proved. [ABSTRACT FROM AUTHOR]

In this paper, we consider the splitting method and the two-stage splitting method for solving a class of nonlinear complementarity problems with the coefficient matrix being an $$H$$ -matrix. Convergence result for the splitting method is presented when the splitting is $$H$$ -splitting. Moreover, for the two-stage splitting method, we estimate weighted max-norm bounds for iteration errors, and thereby, we show that the sequence generated by the two-stage iteration scheme converges to the unique solution of the nonlinear complementarity problem without any restriction on the initial vector. Numerical results show that both methods are efficient for solving the class of nonlinear complementarity problems. [ABSTRACT FROM AUTHOR]