An extension of the Jacobi algorithm for multi-valued mixed complementarity problems
We consider a generalized mixed complementarity problem (MCP) with box constraints and multi-valued cost mapping. We introduce a concept of an upper Z-mapping, which generalizes the well-known concept of the single-valued Z-mapping and involves the diagonal multi-valued mappings, and suggest an exte...
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Published in | Optimization Vol. 56; no. 3; pp. 399 - 416 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Philadelphia
Taylor & Francis Group
01.06.2007
Taylor & Francis LLC |
Subjects | |
Online Access | Get full text |
ISSN | 0233-1934 1029-4945 |
DOI | 10.1080/02331930600662856 |
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Abstract | We consider a generalized mixed complementarity problem (MCP) with box constraints and multi-valued cost mapping. We introduce a concept of an upper Z-mapping, which generalizes the well-known concept of the single-valued Z-mapping and involves the diagonal multi-valued mappings, and suggest an extension of the Jacobi algorithm for the above problem containing a composition of such mappings. Being based on its convergence theorem, we establish several existence and uniqueness results. Some examples of the applications are also given. |
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AbstractList | We consider a generalized mixed complementarity problem (MCP) with box constraints and multi-valued cost mapping. We introduce a concept of an upper Z-mapping, which generalizes the well-known concept of the single-valued Z-mapping and involves the diagonal multi-valued mappings, and suggest an extension of the Jacobi algorithm for the above problem containing a composition of such mappings. Being based on its convergence theorem, we establish several existence and uniqueness results. Some examples of the applications are also given. [PUBLICATION ABSTRACT] We consider a generalized mixed complementarity problem (MCP) with box constraints and multi-valued cost mapping. We introduce a concept of an upper Z-mapping, which generalizes the well-known concept of the single-valued Z-mapping and involves the diagonal multi-valued mappings, and suggest an extension of the Jacobi algorithm for the above problem containing a composition of such mappings. Being based on its convergence theorem, we establish several existence and uniqueness results. Some examples of the applications are also given. |
Author | Konnov, I. V. |
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Cites_doi | 10.1007/978-3-662-02622-9 10.2478/cmam-2002-0002 10.1007/BF01580248 10.1155/S1110757X02106012 10.1137/S0036144595285963 10.1007/BFb0084653 10.1287/moor.6.3.462 10.1016/0022-247X(70)90298-2 10.1137/0318005 10.1007/978-3-642-56886-2 10.1007/BF01585501 10.1016/0024-3795(73)90006-2 10.1023/A:1021724306242 |
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SubjectTerms | Algorithms Existence of solutions Jacobi algorithm Linear algebra Mapping Mathematics Subject Classification 2000 Mixed complementarity problem Multi-valued mappings Studies Upper Z-mappings |
Title | An extension of the Jacobi algorithm for multi-valued mixed complementarity problems |
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