A new class of penalized NCP-functions and its properties

J. S. Chen, Z. H. Huang, C. Y. She

Research output: Contribution to journalArticle

11 Citations (Scopus)

Abstract

In this paper, we consider a class of penalized NCP-functions, which includes several existing well-known NCP-functions as special cases. The merit function induced by this class of NCP-functions is shown to have bounded level sets and provide error bounds under mild conditions. A derivative free algorithm is also proposed, its global convergence is proved and numerical performance compared with those based on some existing NCP-functions is reported.

Original languageEnglish
Pages (from-to)49-73
Number of pages25
JournalComputational Optimization and Applications
Volume50
Issue number1
DOIs
Publication statusPublished - 2011 Sep 1

Keywords

  • Bounded level sets
  • Error bounds
  • NCP-function
  • Penalized

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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