Nonlinear Complementarity Problem (NCP)

Let $x\in\mathbf{R}^n$ and $f\colon\mathbf{R}^n\to\mathbf{R}^n$ is a differentiable function: \[ \begin{array}{c} f_1(x_1,\ldots,x_n) \\ f_2(x_1,\ldots,x_n) \\ \cdots \\ f_n(x_1,\ldots,x_n), \end{array} \] this application find $x^\star$ that satisfy the condition \[ 0\leqslant l\leqslant x^\star\leqslant u,\quad f(x^\star)\geqslant 0,\quad\text{and}\;\; x_i^\star f_i(x^\star)=0\quad\text{for}\; i=1\ldots n \]

Input Data

1. The input for $F(x)$ is the same format as used in Jacobian Calculator.
2. The input for $l$ and $u$ is the same format as used in Constrained Optimization. If no data entered, this calculator set $l_i=0$ and $u_i=10$ for $i=1,\ldots, n$.
3. The input for $x_0$ is also the same format used in Constrained Optimization. If no data provided, this calculator set $x_{0i}=\text{random(0,1)}$ for $i=1,\ldots, n$.

Nonlinear Complementarity Problem Calculator