On NCP-Functions

Defeng Sun, Liqun Qi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

124 Citations (Scopus)

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 languageEnglish
Pages (from-to)201-220
Number of pages20
JournalComputational Optimization and Applications
Volume13
Issue number1-3
Publication statusPublished - 1 Dec 1999
Externally publishedYes

Keywords

  • NCP-function
  • Nonlinear complementarity problem
  • Normal map
  • Smoothing

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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