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mixed complementarity problem : ウィキペディア英語版
mixed complementarity problem
Mixed Complementarity Problem (MCP) is a problem formulation in mathematical programming. Many well-known problem types are special cases of, or may be reduced to MCP. It is a generalization of Nonlinear complementarity problem (NCP).
==Definition==

The mixed complementarity problem is defined by a mapping F(x): \mathbb^n \to \mathbb^n, lower values \ell_i \in \mathbb \cup \ and upper values u_i \in \mathbb\cup\.
The solution of the MCP is a vector x \in \mathbb^n such that for each index i \in \ one of the following alternatives holds:
* x_i = \ell_i, \; F_i(x) \ge 0;
* \ell_i < x_i < u_i, \; F_i(x) = 0;
* x_i = u_i, \; F_i(x) \le 0.
Another definition for MCP is: it is a variational inequality on the parallelepiped (u ).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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