On some NCP-functions based on the generalized Fischer-burmeister function

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Abstract

In this paper, we study several NCP-functions for the nonlinear complementarity problem (NCP) which are indeed based on the generalized Fischer-Burmeister function, Φp(a, b) = ||(a, b)||p - (a + b). It is well known that the NCP can be reformulated as an equivalent unconstrained minimization by means of merit functions involving NCP-functions. Thus, we aim to investigate some important properties of these NCP-functions that will be used in solving and analyzing the reformulation of the NCP.

Original languageEnglish
Pages (from-to)401-420
Number of pages20
JournalAsia-Pacific Journal of Operational Research
Volume24
Issue number3
DOIs
Publication statusPublished - 2007 Jun 1

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Keywords

  • Bounded level sets
  • Complementarity
  • Merit function
  • NCP-function
  • Stationary point

ASJC Scopus subject areas

  • Management Science and Operations Research

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