Merit functions for complementarity and related problems: A survey

被引：19
|
作者：
Fischer, A [1 ]
Jiang, H
机构：
[1] Univ Dortmund, Dept Math, D-44221 Dortmund, Germany
[2] CSIRO, Canberra, ACT 2601, Australia
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2000年 / 17卷 / 2-3期
关键词：
merit function; complementarity problem; variational inequality problem; equation-based reformulation;
D O I：
10.1023/A:1026598214921
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Merit functions have become important tools for solving various mathematical problems arising from engineering sciences and economic systems. In this paper, we are surveying basic principles and properties of merit functions and some of their applications. As a particular case we will consider the nonlinear complementarity problem (NCP) and present a collection of different merit functions. We will also introduce and study a class of smooth merit functions for the NCP.
引用
收藏
页码：159 / 182
页数：24
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