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