Solving Generalized Nonlinear Complementarity Problems: Numerical Experiments on Polyhedral Cones

In a previous work, the minimization of a differentiable function subject to box constraints was proposed as a strategy to solve the generalized nonlinear complementarity problem (GNCP) defined on a polyhedral cone. Theoretical results that relate stationary points of the function that is minimized to the solutions of the GNCP were presented. These theoretical results show that local methods for box constrained optimization applied to the associated problem are efficient tools for solving the GNCP. In this work, numerical experiments are presented that encourage the use of this approach.