Smooth approximations to nonlinear complementarity problems

被引:123
作者
Chen, BT [1 ]
Harker, PT [1 ]
机构
[1] UNIV PENN, SCH ENGN & SCI, DEPT SYST ENGN, PHILADELPHIA, PA 19104 USA
关键词
nonlinear complementarity problem; smooth approximation; error bound; continuation method; VARIATIONAL INEQUALITY; ERROR-BOUNDS;
D O I
10.1137/S1052623495280615
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is well known that a nonlinear complementarity problem (NCP) can be formulated as a system of nonsmooth equations. Chen and Mangasarian [Comput. Optim. Appl., 5 (1996), pp. 97-138] proposed a class of parametric smooth functions by twice integrating a probability density function. As a result, the nonsmooth equations can be approximated by smooth equations. This paper refines the smooth functions proposed by Chen and Mangasarian and investigates their structural properties. The refinement allows us to establish the existence, uniqueness, and limiting properties of the trajectory defined by the solutions of these smooth equation approximations. In addition, global error bounds for the NCP with a uniform P-function are obtained.
引用
收藏
页码:403 / 420
页数:18
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