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
Hauptverfasser: Lu, Li-yong, Huang, Zheng-hai, Hu, Sheng-long
Format: Artikel
Sprache:eng
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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.
ISSN:1005-1031
1993-0445
DOI:10.1007/s11766-010-2179-z