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

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

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.
• 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