Properties of a family of merit functions and a merit function method for the NCP |
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Authors: | Li-yong Lu Zheng-hai Huang Sheng-long Hu |
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Institution: | Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, China |
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Abstract: | A family of merit functions are proposed, which are the generalization of several existing merit functions. A number of favorable
properties of the proposed merit functions are established. By using these properties, a merit function method for solving
nonlinear complementarity problem is investigated, and the global convergence of the proposed algorithm is proved under some
standard assumptions. Some preliminary numerical results are given. |
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Keywords: | Nonlinear complementarity problem NCP-function merit function merit function method |
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