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Change of Variable Method for Generalized Complementarity Problems

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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.

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Noor, M.A., Al-Said, E.A. Change of Variable Method for Generalized Complementarity Problems. Journal of Optimization Theory and Applications 100, 389–395 (1999). https://doi.org/10.1023/A:1021790404792

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