A penalized Fischer-Burmeister NCP-function

Bintong Chen; Xiaojun Chen; Christian Kanzow

doi:10.1007/PL00011375

A penalized Fischer-Burmeister NCP-function

Bintong Chen, Xiaojun Chen, Christian Kanzow

Research output: Journal article publication › Journal article › Academic research › peer-review

154 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 language	English
Pages (from-to)	211-216
Number of pages	6
Journal	Mathematical Programming, Series B
Volume	88
Issue number	1
DOIs	https://doi.org/10.1007/PL00011375
Publication status	Published - 1 Jan 2000
Externally published	Yes

Keywords

Newton's method
Nonlinear complementarity problem
Semismoothness

ASJC Scopus subject areas

Software
General Mathematics

More information

10.1007/PL00011375

Cite this

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KW - Semismoothness

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A penalized Fischer-Burmeister NCP-function

Abstract

Keywords

ASJC Scopus subject areas

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