A new class of penalized NCP-functions and its properties |
| |
Authors: | J.-S. Chen Z.-H. Huang C.-Y. She |
| |
Affiliation: | (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 |
| |
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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|