Nonlinear complementarity problem
In applied mathematics, a nonlinear complementarity problem (NCP) with respect to a mapping ƒ : Rn → Rn, denoted by NCPƒ, is to find a vector x ∈ Rn such that
where ƒ(x) is a smooth mapping. The case of a discontinuous mapping was discussed by Habetler and Kostreva (1978).
- Stephen C. Billups (2008). "A new homotopy method for solving non-linear complementarity problems". Cite journal requires
- Cottle, Richard W.; Pang, Jong-Shi; Stone, Richard E. (1992). The linear complementarity problem. Computer Science and Scientific Computing. Boston, MA: Academic Press, Inc. pp. xxiv+762 pp. ISBN 0-12-192350-9. MR 1150683.