The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem

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

40 引文 斯高帕斯(Scopus)

摘要

This paper is a follow-up of the work [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)] where an NCP-function and a descent method were proposed for the nonlinear complementarity problem. An unconstrained reformulation was formulated due to a merit function based on the proposed NCP-function. We continue to explore properties of the merit function in this paper. In particular, we show that the gradient of the merit function is globally Lipschitz continuous which is important from computational aspect. Moreover, we show that the merit function is SC 1 function which means it is continuously differentiable and its gradient is semismooth. On the other hand, we provide an alternative proof, which uses the new properties of the merit function, for the convergence result of the descent method considered in [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)].

原文英語
頁(從 - 到)565-580
頁數16
期刊Journal of Global Optimization
36
發行號4
DOIs
出版狀態已發佈 - 2006 十二月 1

ASJC Scopus subject areas

  • 電腦科學應用
  • 控制和優化
  • 管理科學與經營研究
  • 應用數學

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