We study an unconstrained minimization approach to the generalized complementarity problem GCP(f, g) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are $$C^1$$C1. Also, we show… Click to show full abstract
We study an unconstrained minimization approach to the generalized complementarity problem GCP(f, g) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are $$C^1$$C1. Also, we show how, under appropriate regularity conditions, minimizing the merit function corresponding to f and g leads to a solution of the generalized complementarity problem. Moreover, we propose a descent algorithm for GCP(f, g) and show a result on the global convergence of a descent algorithm for solving generalized complementarity problem. Finally, we present some preliminary numerical results. Our results further give a unified/generalization treatment of such results for the nonlinear complementarity problem based on generalized Fischer-Burmeister function and its generalizations.
               
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