A penalized Fischer-Burmeister NCP-function

被引：173

作者：

Chen, BT ^{[1
]}

Chen, XJ

Kanzow, C

机构：

[1] Washington State Univ, Dept Management & Decis Sci, Pullman, WA 99164 USA

[2] Shimane Univ, Dept Math & Comp Sci, Matsue, Shimane 6908504, Japan

[3] Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany

来源：

MATHEMATICAL PROGRAMMING | 2000年 / 88卷 / 01期

关键词：

nonlinear complementarity problem; Newton's method; semismoothness;

D O I：

10.1007/PL00011375

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We introduce a new NCP-function in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. This new NCP-function turns out to have stronger theoretical properties than the widely used Fischer-Burmeister function and other NCP-functions suggested previously. Moreover, numerical experience indicates that a semismooth Newton method based on this new NCP-function performs considerably better than the corresponding method based on the Fischer-Burmeister function.

引用

页码：211 / 216

页数：6

共 8 条

[1]

CHEN B, 1997, 126 U HAMB I APPL MA

[2] A semismooth equation approach to the solution of nonlinear complementarity problems [J].

DeLuca, T ;

Facchinei, F ;

Kanzow, C .

MATHEMATICAL PROGRAMMING, 1996, 75 (03) :407-439

[3] A new merit function for nonlinear complementarity problems and a related algorithm [J].

Facchinei, F ;

Soares, J .

SIAM JOURNAL ON OPTIMIZATION, 1997, 7 (01) :225-247

[4]

Ferris MC, 1996, NONLINEAR OPTIMIZATION AND APPLICATIONS, P141

[5]

Fischer A., 1992, Optimization, V24, P269, DOI 10.1080/02331939208843795

[6] New NCP-functions and their properties [J].

Kanzow, C ;

Yamashita, N ;

Fukushima, M .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1997, 94 (01) :115-135

[7]

RAVINDRAN G, 1997, REGULARIZATION PO FU

[8] STRONGLY REGULAR GENERALIZED EQUATIONS [J].

ROBINSON, SM .

MATHEMATICS OF OPERATIONS RESEARCH, 1980, 5 (01) :43-62

← 1 →