A method for solving a general multi-valued complementarity problem

Abstract

We propose an extended version of Chandrasekaran's method for general complementarity problems with multi-valued weakly off-diagonally antitone costmappings. It allows one either to construct a sequence converging to a solution or to recognize that the problem has no solutions. We also propose versions of Jacobi's methods for multi-valued inclusions subject to one- and two-side constraints. © 2011 Allerton Press, Inc.