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Nonsmooth generalized complementarity as unconstrained optimization

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  • We consider generalized complementarity problem GCP$(f,g)$ when the underlying functions $f$ and $g$ are $H$-differentiable. We describe $H$-differentials of some GCP functions and their merit functions. We give some conditions on the $H$-differentials of the given functions under which minimizing a merit function corresponding to such functions leads to a solution of the generalized complementarity problem. Further, we give some conditions on the functions $f$ and $g$ to get a solution of GCP$(f,g)$ by introducing the concepts of relative monotonicity and P0-property and their variants. Our results further give a unified/generalization treatment of such results for the nonlinear complementarity problem when the underlying function is $C^1$ , semismooth, and locally Lipschitzian.
    Mathematics Subject Classification: Primary: 65K05, 90C33; Secondary: 49J50.


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