A new class of penalized NCP-functions and its properties

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

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

11 引文 斯高帕斯(Scopus)

摘要

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.

原文英語
頁(從 - 到)49-73
頁數25
期刊Computational Optimization and Applications
50
發行號1
DOIs
出版狀態已發佈 - 2011 九月

ASJC Scopus subject areas

  • 控制和優化
  • 計算數學
  • 應用數學

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