Abstract:
Recently, the weighted complementarity problem (WCP) was introduced and investigated, which is a generalization of the complementarity problem (CP). A smoothing-type algorithm for the CP is extended to solve the monotone WCP.It is shown that the algorithm is globally convergent under the assumption that the concerned problem has a solution, a weak condition. The preliminary numerical results are reported, which demonstrate that the algorithm is effective for solving the monotone WCP.
