A Sub-Additive Merit Function for Complementarity Problems and Application
Article No.: 11, Pages 1 - 5
Abstract
The aim of this paper is to continue the study of solving the non-linear complementarity problems (NCP) using a recently introduced merit function based on sub-additive functions. The merit function approach reformulate the NCP as an equivalent optimization problem. This optimization problem with the new merit function is a Difference of Convex (DC) program in the special case of a concave NCP, which motivates the use of a DC Algorithm to solve it. We prove that a solution of the NCP can be obtained only by computing a stationary point of the DC program in the case of a concave monotone NCP. We also study the convex NCP, and prove an exact penalty result. A numerical application on change-constraint games shows the validity of our approach.
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- A Sub-Additive Merit Function for Complementarity Problems and Application
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Published In
May 2018
357 pages
ISBN:9781450353045
DOI:10.1145/3230905
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Published: 02 May 2018
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LOPAL '18
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LOPAL '18 Paper Acceptance Rate 61 of 141 submissions, 43%;
Overall Acceptance Rate 61 of 141 submissions, 43%
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