Solving the nonlinear complementarity problem with lower and upper bounds
Refereed Journal // 1990In order to solve the nonlinear complementarity problem with lower and upper bounds, a simplicial variable dimension restart algorithm is introduced. The algorithm subdivides the set on which the problem is defined into simplices and generates from an arbitrarily chosen starting point a piecewise linear path of points leading to an approximate solution. When the accuracy is not sufficient the algorithm can be restarted at the approximate solution with a finer simplicial subdivision. The piecewise linear path generated by the algorithm is followed by a sequence of adjacent simplices of varying dimension. The path can be interpreted as the path of solutions of the nonlinear complementarity problem with parametrized bounds.