On NCP-Functions |
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Authors: | Defeng Sun Liqun Qi |
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Affiliation: | (1) School of Mathematics, the University of New South Wales, Sydney, 2052, Australia |
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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. |
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Keywords: | nonlinear complementarity problem NCP-function normal map smoothing |
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