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

^*此作品的通信作者

數學系

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

17 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
卷	50
發行號	1
DOIs	https://doi.org/10.1007/s10589-009-9315-9
出版狀態	已發佈 - 2011 9月

ASJC Scopus subject areas

控制和優化
計算數學
應用數學

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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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JF - Computational Optimization and Applications

IS - 1

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A new class of penalized NCP-functions and its properties

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