Primal-Dual Affine Scaling Methods for Nonlinear Problems

  • Benjamin Jansen
Part of the Applied Optimization book series (APOP, volume 6)

Abstract

(Monotone) Nonlinear complementarity problems ((M)NCPs) form a large class of mathematical programming problems with many applications. For instance, any convex programming problem can be modeled as an MNCP. This class of problems is closely related to the class of variational inequalities, which play an important role in the study of equilibria in, e.g., economics, transportation planning and game-theory. We refer to Cottle et al. [34] and Pang [198] for surveys on complementarity problems. A survey on variational inequalities is provided by Harker and Pang [98].

Keywords

Variational Inequality Lipschitz Condition Interior Point Method Central Path Nonlinear Complementarity Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • Benjamin Jansen
    • 1
  1. 1.Centre for Quantitative Methods CQM B.V.EindhovenThe Netherlands

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