The Complementarity Problem
Problems of the form
F(x) >=0
x >=0
F_i(x) x_i>=0, i=1,...,n .
If F depends linearly on x, then we have a
linear, otherwise a nonlinear complementarity problem.
Problems of this type occur often e.g. in mechanics, finance and games.
Linear complementarity problems typically are solved by so called principal
pivoting algorithms and nonlinear ones by
a nonsmooth nonlinear equations approach
using appropriate variants of the damped Newton's method e.g.
H(x)=0
with Hi(x)=SQRT( Fi2 (x)+xi2)-Fi (x)-
xi
Systems of equations, various pieces of software, mostly in Matlab,
documentation, testproblems, net-submission and other info see:
For more information on complementarity problems see
CPNET which provides
a directory of researchers, related software, overview on applications,
an own archive, calendar of related events (meetings) and relevant web sites.
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