1. A simplicial algorithm for the nonlinear complementarity problem
- Author
-
F. J. Gould and M. L. Fisher
- Subjects
Mathematical optimization ,Complementarity theory ,General Mathematics ,Saddle point ,Convex optimization ,Triangulation (social science) ,Nonlinear complementarity problem ,Mixed complementarity problem ,Software ,MathematicsofComputing_DISCRETEMATHEMATICS ,Orthant ,Mathematics ,Nonlinear programming - Abstract
A triangulation of the nonnegative orthant and a special labeling of the vertices lead to a combinatorial procedure for seeking solutions or approximate solutions to the nonlinear complementarity problem under coercive-like assumptions on the problem functions. Derivatives are not required. Convergence is proved, computational considerations are discussed, and some preliminary applications to convex programming and saddle point computation, along with numerical results, are presented.
- Published
- 1974