Nonlinear complementarity 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
  • Stephen C. Billups (2008). "A new homotopy method for solving non-linear complementarity problems" (Document). {{cite document}}: Cite document requires |publisher= (help)
  • Cottle, Richard W.; Pang, Jong-Shi; Stone, Richard E. (1992). The linear complementarity problem. Computer Science and Scientific Computing. Boston, MA: Academic Press, Inc. pp. xxiv+762 pp. ISBN 0-12-192350-9. MR 1150683.


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