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

Jein Shan Chen

doi:10.1142/S0217595907001292

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

Jein Shan Chen^*

^*Corresponding author for this work

Department of Mathematics

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

40 Citations (Scopus)

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, Φ_p(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 language	English
Pages (from-to)	401-420
Number of pages	20
Journal	Asia-Pacific Journal of Operational Research
Volume	24
Issue number	3
DOIs	https://doi.org/10.1142/S0217595907001292
Publication status	Published - 2007 Jun

Keywords

Bounded level sets
Complementarity
Merit function
NCP-function
Stationary point

ASJC Scopus subject areas

Management Science and Operations Research

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10.1142/S0217595907001292

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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.",

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AB - 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.

KW - Bounded level sets

KW - Complementarity

KW - Merit function

KW - NCP-function

KW - Stationary point

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ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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