Inverse Problems and Solution Methods for a Class of Nonlinear Complementarity Problems

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Shafiei Bavani, Narjes | 2010

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 41370 (02)
University: Sharif University of Technology
Department: Mathematical Science
Advisor(s): Mahdavi Amiri, Nezameddin
Abstract:
Motivated by the Karush-Kuhn-Tucker optimality conditions for a sort of quadratic programs, we first discuss a class of nonlinear complementarity problems (NCPs). Then, we explain a kind of inverse problems of the NCP for a given feasible decision , and we characterize the set of parameter values for which there exists a point such that ( , ) forms a solution of the NCP and require the parameter values to be adjusted as little as possible. This leads to an inverse optimization problem. In particular, under , and Frobenius norms as well as affine maps, we discuss three simple and efficient solution methods recently introduced in the literature, for the inverse NCPs. Finally, some numerical results show that the these methods are very promising
Keywords:
Quadratic Programming ; Inverse Problem ; Nonlinear Complementary Problem ; Inverse Optimization

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