
This article presents a reformulation of the generalized complementarity problem over a polyhedral cone. The authors re-formulate the problem as a constrained programming problem based on the Fisher function from \(\mathbb R^2\) to \(\mathbb R\), and is then optimized using a Newton-type algorithm. It is further shown that, under certain conditions, the algorithm converges globally and quadratically. The article concludes with a section on computational experimentation.
Fisher function, numerical examples, convergence, Numerical mathematical programming methods, Newton-type algorithm, Methods of quasi-Newton type, polyhedral cone, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), generalized linear complementarity problem
Fisher function, numerical examples, convergence, Numerical mathematical programming methods, Newton-type algorithm, Methods of quasi-Newton type, polyhedral cone, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), generalized linear complementarity problem
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