A penalized Fischer-Burmeister NCP-function |
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| Authors: | Bintong Chen Xiaojun Chen Christian Kanzow |
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| Institution: | (1) Department of Management and Decision Sciences, Washington State University, Pullman, WA 99164-4736, USA, e-mail: chenbi@wsu.edu, US;(2) Department of Mathematics and Computer Science, Shimane University, Matsue 690-8504, Japan, e-mail: chen@math.shimane-u.ac.jp, JP;(3) University of Hamburg, Institute of Applied Mathematics, Bundesstrasse 55, D-20146 Hamburg, Germany, e-mail: kanzow@math.uni-hamburg.de, DE |
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| 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.
Received: March 10, 1997 / Accepted: February 15, 2000?Published online May 12, 2000 |
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| Keywords: | : nonlinear complementarity problem – Newton’ s method – semismoothness |
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