On the natural merit function for solving complementarity problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Complementarity problems may be formulated as nonlinear systems of equations with non-negativity constraints. The natural merit function is the sum of squares of the components of the system. Sufficient conditions are established which guarantee that stationary points are solutions of the complementarity problem. Algorithmic consequences are discussed.1301211223Portuguese Science and Technology Foundation [POCI/MAT/56704/2004]Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Portuguese Science and Technology Foundation [POCI/MAT/56704/2004