Properties of a family of merit functions and a merit function method for the NCP
A family of merit functions are proposed, which are the generalization of several existing merit functions. A number of favorable properties of the proposed merit functions are established. By using these properties, a merit function method for solving nonlinear complementarity problem is investigat...
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Veröffentlicht in: | Applied Mathematics-A Journal of Chinese Universities 2010-12, Vol.25 (4), p.379-390 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | A family of merit functions are proposed, which are the generalization of several existing merit functions. A number of favorable properties of the proposed merit functions are established. By using these properties, a merit function method for solving nonlinear complementarity problem is investigated, and the global convergence of the proposed algorithm is proved under some standard assumptions. Some preliminary numerical results are given. |
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ISSN: | 1005-1031 1993-0445 |
DOI: | 10.1007/s11766-010-2179-z |