Nonlinear complementarity problem

Definition

A Nonlinear Complementarity Problem (NCP) with respect to a mapping $f:\mathbb {R} ^{n}\to \mathbb {R} ^{n}$, denoted by NCP$(f)$, is to find a vector $x\in \mathbb {R} ^{n}$ such that

$x\geq 0,f(x)\geq 0$ and $x^{T}f(x)=0$

where $f(x)$ is a smooth mapping.

References

• Stephen C. Billups (2008). "A new homotopy method for solving non-linear complementarity problems". Retrieved 2010-03-13. {{cite journal}}: Cite journal requires |journal= (help)