Abstract
In this paper we reformulate several NCP-functions for the nonlinear complementarity problem (NCP) from their merit function forms and study some important properties of these NCP-functions. We point out that some of these NCP-functions have all the nice properties investigated by Chen, Chen and Kanzow [2] for a modified Fischer-Burmeister function, while some other NCP-functions may lose one or several of these properties. We also provide a modified normal map and a smoothing technique to overcome the limitation of these NCP-functions. A numerical comparison for the behaviour of various NCP-functions is provided.
| Original language | English |
|---|---|
| Pages (from-to) | 201-220 |
| Number of pages | 20 |
| Journal | Computational Optimization and Applications |
| Volume | 13 |
| Issue number | 1-3 |
| Publication status | Published - 1 Dec 1999 |
| Externally published | Yes |
Keywords
- NCP-function
- Nonlinear complementarity problem
- Normal map
- Smoothing
ASJC Scopus subject areas
- Control and Optimization
- Computational Mathematics
- Applied Mathematics
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