Nonlinear complementarity problem

In applied mathematics, a nonlinear complementarity problem (NCP) with respect to a mapping ƒ : Rn → Rn, denoted by NCPƒ, is to find a vector x ∈ Rn such that

x \geq 0,\ f(x) \geq 0 \text{ and } x^{T}f(x)=0 \,

where ƒ(x) is a smooth mapping.

References

Complementarity Problems
Basis-exchange algorithms