Mixed Complementarity Problem

DEFINITION

The mixed complementarity problem is defined by a mapping

F(x): \mathbb{R}^n 	o \mathbb{R}^n

, lower values

\ell_i \in \mathbb{R} \cup \{-\infty\}

and upper values

u_i \in \mathbb{R}\cup\{\infty\}

.

The solution of the MCP is a vector

x \in \mathbb{R}

such that for each index

i \in \{1, \ldots, n\}

one of the following alternatives holds:

Another definition for MCP is: it is a Variational Inequality on the parallelepiped

u

.

REFERENCES

	CATEGORIES ABOUT MIXED COMPLEMENTARITY PROBLEM

	optimization

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