Accession Number : AD0787829

Title :   A Simplicial Algorithm for the Mixed Nonlinear Complementarity Problem with Application to Convex Programming.

Descriptive Note : Technical rept.,

Corporate Author : CHICAGO UNIV ILL CENTER FOR MATHEMATICAL STUDIES IN BUSINESS AND ECONOMICS

Personal Author(s) : Fisher,M. L. ; Gould,F. J. ; Tolle,J. W.

Report Date : JUN 1974

Pagination or Media Count : 28

Abstract : Given a continuous mapping f(x) from (R sup N) to (R sup n) the authors consider a problem in which some components of f(x) are required to satisfy a complementarity condition and the other components are required to be zero. This problem includes the nonlinear complementarity problem, the problem of finding a zero of a system of nonlinear equations, and the problem of finding a Kuhn-Tucker point of a nonlinear program with both equality and inequality constraints. A simplicial approximation algorithm for this problem is given and finite termination conditions are established. These conditions provide previously unknown existence results. Application of the algorithm to convex programming is described and computational experience presented. (Author)

Descriptors :   *Nonlinear programming, Convex sets, Matrices(Mathematics), Algorithms, Theorems

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE