Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems

Sheng Long Hu, Zheng Hai Huang*, Jein Shan Chen

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

35 引文 斯高帕斯(Scopus)

摘要

In this paper, we propose a new family of NCP-functions and the corresponding merit functions, which are the generalization of some popular NCP-functions and the related merit functions. We show that the new NCP-functions and the corresponding merit functions possess a system of favorite properties. Specially, we show that the new NCP-functions are strongly semismooth, Lipschitz continuous, and continuously differentiable; and that the corresponding merit functions have S C1 property (i.e., they are continuously differentiable and their gradients are semismooth) and L C1 property (i.e., they are continuously differentiable and their gradients are Lipschitz continuous) under suitable assumptions. Based on the new NCP-functions and the corresponding merit functions, we investigate a derivative free algorithm for the nonlinear complementarity problem and discuss its global convergence. Some preliminary numerical results are reported.

原文英語
頁(從 - 到)69-82
頁數14
期刊Journal of Computational and Applied Mathematics
230
發行號1
DOIs
出版狀態已發佈 - 2009 八月 1

ASJC Scopus subject areas

  • 計算數學
  • 應用數學

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