A new class of penalized NCP-functions and its properties

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

doi:10.1007/s10589-009-9315-9

A new class of penalized NCP-functions and its properties

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

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

16 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 language	English
Pages (from-to)	49-73
Number of pages	25
Journal	Computational Optimization and Applications
Volume	50
Issue number	1
DOIs	https://doi.org/10.1007/s10589-009-9315-9
Publication status	Published - 2011 Sept

Keywords

Bounded level sets
Error bounds
NCP-function
Penalized

ASJC Scopus subject areas

Control and Optimization
Computational Mathematics
Applied Mathematics

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10.1007/s10589-009-9315-9

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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.",

keywords = "Bounded level sets, Error bounds, NCP-function, Penalized",

author = "Chen, \{J. S.\} and Huang, \{Z. H.\} and She, \{C. Y.\}",

note = "Funding Information: J.-S. Chen member of Mathematics Division, National Center for Theoretical Sciences, Taipei Office. The author{\textquoteright}s work is partially supported by National Science Council of Taiwan. Z.-H. Huang{\textquoteright}s work is partly supported by the National Natural Science Foundation of China (Grant No. 10871144).",

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doi = "10.1007/s10589-009-9315-9",

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AU - Huang, Z. H.

AU - She, C. Y.

N1 - Funding Information: J.-S. Chen member of Mathematics Division, National Center for Theoretical Sciences, Taipei Office. The author’s work is partially supported by National Science Council of Taiwan. Z.-H. Huang’s work is partly supported by the National Natural Science Foundation of China (Grant No. 10871144).

PY - 2011/9

Y1 - 2011/9

N2 - 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.

AB - 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.

KW - Bounded level sets

KW - Error bounds

KW - NCP-function

KW - Penalized

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JO - Computational Optimization and Applications

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ER -

A new class of penalized NCP-functions and its properties

Abstract

Keywords

ASJC Scopus subject areas

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