An extension of the Jacobi algorithm for multi-valued mixed complementarity problems

Author: Konnov, I. V.

Source: Optimization, Volume 56, Number 3, June 2007 , pp. 399-416(18)

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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.

Keywords: Mathematics Subject Classification 2000; 90C33; 47H04; 49J40; 91A40; 91B54

Document Type: Research article

DOI: http://dx.doi.org/10.1080/02331930600662856

Affiliations: 1: Department of Applied Mathematics, Kazan University, Kazan 420008, Russia

Publication date: 2007-06-01