nonlinear complementarity problem
{{Short description|Mathematics problem}}
In applied mathematics, a nonlinear complementarity problem (NCP) with respect to a mapping ƒ : Rn → Rn, denoted by NCPƒ, is to find a vector x ∈ Rn such that
:
where ƒ(x) is a smooth mapping. The case of a discontinuous mapping was discussed by Habetler and Kostreva (1978).
References
- {{cite journal |last1=Ahuja |first1=Kapil |last2=Watson |first2=Layne T. |last3=Billups |first3=Stephen C. |title=Probability-one homotopy maps for mixed complementarity problems |journal=Computational Optimization and Applications |date=December 2008 |volume=41 |issue=3 |pages=363–375 |doi=10.1007/s10589-007-9107-z|hdl=10919/31539 |hdl-access=free }}
- {{cite book|last1=Cottle|first1=Richard W.|last2=Pang|first2=Jong-Shi|last3=Stone|first3=Richard E.|title=The linear complementarity problem | series=Computer Science and Scientific Computing|publisher=Academic Press, Inc.|location=Boston, MA|year=1992|pages=xxiv+762 pp|isbn=0-12-192350-9 |mr=1150683}}
{{Mathematical programming}}
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