Discovery of new complementarity functions for NCP and SOCCP

Peng Fei Ma, Jein Shan Chen, Chien Hao Huang, Chun Hsu Ko

研究成果: 雜誌貢獻期刊論文同行評審

4 引文 斯高帕斯(Scopus)

摘要

It is well known that complementarity functions play an important role in dealing with complementarity problems. In this paper, we propose a few new classes of complementarity functions for nonlinear complementarity problems and second-order cone complementarity problems. The constructions of such new complementarity functions are based on discrete generalization which is a novel idea in contrast to the continuous generalization of Fischer–Burmeister function. Surprisingly, these new families of complementarity functions possess continuous differentiability even though they are discrete-oriented extensions. This feature enables that some methods like derivative-free algorithm can be employed directly for solving nonlinear complementarity problems and second-order cone complementarity problems. This is a new discovery to the literature and we believe that such new complementarity functions can also be used in many other contexts.

原文英語
頁(從 - 到)5727-5749
頁數23
期刊Computational and Applied Mathematics
37
發行號5
DOIs
出版狀態已發佈 - 2018 十一月 1

ASJC Scopus subject areas

  • 計算數學
  • 應用數學

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