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Properties of a family of merit functions and a merit function method for the NCP
Authors:Li-yong Lu  Zheng-hai Huang  Sheng-long Hu
Institution:Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, China
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.
Keywords:Nonlinear complementarity problem  NCP-function  merit function  merit function method  
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