Iterative methods for nonlinear complementarity problems

Abstract

This paper studies convergence properties of iterative methods for solving nonlinear complementarity problems. The iterative methods used in this study take a one-step computation in each iteration. This paper also studies a bounded case of nonlinear complementarity problems. With a suggested algorithm, this work extends the available results in two directions. First, convergence to solutions of nonlinear complementarity problems or bounded nonlinear complementarity problems is established for the class of Z-functions. Second, this paper generalizes the known convergence properties of the linear complementarity problems in Ahn (3) to nonlinear cases.