A new class of penalized NCP-functions and its properties |
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| Authors: | J-S Chen Z-H Huang C-Y She |
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| Institution: | (1) Department of Mathematics and Statistics, School of Advanced Technologies and Mathematics, Thompson Rivers University, 900 McGill Road, PO Box 3010, Kamloops, BC, V2C 5N3, Canada |
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| Abstract: | In this paper, we consider a class of penalized NCP-functions, which includes several existing well-known NCP-functions as
special cases. The merit function induced by this class of NCP-functions is shown to have bounded level sets and provide error
bounds under mild conditions. A derivative free algorithm is also proposed, its global convergence is proved and numerical
performance compared with those based on some existing NCP-functions is reported. |
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| Keywords: | |
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