A method for solving a general multi-valued complementarity problem

I. V. Konnov, I. A. Pastukhov

Chair of System Analysis and Information Technologies, Kazan State University, Kazan, Russia

Abstract: We propose an extended version of Chandrasekaran's method for general complementarity problems with multi-valued weakly off-diagonally antitone cost mappings. It allows one either to construct a sequence converging to a solution or to recognize that the problem has no solutions. We also suggest versions of Jacobi's methods for multi-valued inclusions subject to one- and two-sided constraints.

Keywords: complementarity problem, multi-valued mapping, off-diagonal antitonicity, coordinate descent method, multi-valued inclusions.

UDC: 519.681

Received: 08.06.2009

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2011, 55:2, 39–45

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