Nonlinear complementarity as unconstrained and constrained minimization

@article{Mangasarian1993NonlinearCA,
  title={Nonlinear complementarity as unconstrained and constrained minimization},
  author={Olvi L. Mangasarian and Mikhail V. Solodov},
  journal={Math. Program.},
  year={1993},
  volume={62},
  pages={277-297}
}
The nonlinear complementarity problem is cast as an unconstrained minimization problem that is obtained from an augmented Lagrangian formulation. The dimensionality of the unconstrained problem is the same as that of the original problem, and the penalty parameter need only be greater than one. Another feature of the unconstrained problem is that it has global minima of zero at precisely all the solution points of the complementarity problem without any monotonicity assumption. If the mapping… CONTINUE READING
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