Change of Variable Method for Generalized Complementarity Problems

M. A. Noor and E. A. Al-Said
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M. A. Noor: King Saud University
E. A. Al-Said: King Saud University

Journal of Optimization Theory and Applications, 1999, vol. 100, issue 2, No 9, 389-395

Abstract: Abstract In this paper, we establish an equivalence between the generalized complementarity problems and the Wiener–Hopf equations by using a change of variables technique. This equivalence is used to suggest and analyze a number of iterative algorithms for solving the generalized complementarity problems.

Keywords: Complementarity problems; change of variables; algorithms; fixed points; convergence; Wiener–Hopf equations (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021790404792

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