Year: 2000
Author: Huo-Duo Qi, Yu-Zhong Zhang
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 3 : pp. 251–264
Abstract
Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we reformulate nonlinear complementarity problem (NCP for short) as an equivalent unconstrained optimization problem, for which we propose a derivative-free descent method in monotone case. We show its global convergence under some mild conditions. If $F$, the function involved in NCP, is $R_0$-function, the optimization problems has bounded level sets. A local property of the merit function is discussed. Finally,we report some numerical results.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2000-JCM-9039
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 3 : pp. 251–264
Published online: 2000-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14
Keywords: Complementarity problem NCP-function unconstrained minimization method derivative-free descent method.