On a Direct Algorithm for Nonlinear Complementarity Problems
George J. Habetler, Michael M. Kostreva · SIAM Journal on Control and Optimization · 1978
We extend Murty’s scheme for solving linear complementarity problems to the generalized nonlinear complementarity problem on an orthant of $R^n $. Reformulating to accommodate a type of nonlinear function generalizing the P-matrices of Fiedler and Pták, we present an algorithm which is simple, efficient and does not require monotonicity for convergence.