A penalized Fischer-Burmeister NCP-function

Bintong Chen, Xiaojun Chen, Christian Kanzow

Research output: Journal article publicationJournal articleAcademic researchpeer-review

126 Citations (Scopus)

Abstract

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.
Original languageEnglish
Pages (from-to)211-216
Number of pages6
JournalMathematical Programming, Series B
Volume88
Issue number1
DOIs
Publication statusPublished - 1 Jan 2000
Externally publishedYes

Keywords

  • Newton's method
  • Nonlinear complementarity problem
  • Semismoothness

ASJC Scopus subject areas

  • Software
  • Mathematics(all)

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