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

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

where ƒ(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)