A Multiplier Method for Mathematical Programs with Linear Complementarity Constraints

Li Wanzhen

A Multiplier Method for Mathematical Programs with Linear Complementarity Constraints

2008

Li Wanzhen

A new merit function of complementarity problem was given,and we equivalently transformed mathematical programs with linear complementarity constraints into general constrained optimization problems.Then,B-stationary points were provided.

Keywords:

Mixed complementarity problem
Constrained optimization
Mathematical economics
Mathematical optimization
Linear complementarity problem
Stationary point
Complementarity theory
Multiplier (economics)
Lemke's algorithm
Complementarity (molecular biology)
Mathematics

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