On the natural merit function for solving complementarity problems
R. Andreani, J. J. Júdice, J. M.Martínez and J. Patrício
Abstract
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.