A penalized Fischer-Burmeister NCP-function
نویسندگان
چکیده
We introduce a new NCP-function in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. This new NCP-function turns out to have stronger theoretical properties than the widely used Fischer-Burmeister function and other NCP-functions suggested previously. Moreover, numerical experience indicates that a semismooth Newton method based on this new NCP-function performs considerably better than the corresponding method based on the Fischer-Burmeister function.
منابع مشابه
A Penalized Fischer - Burmeister Ncp - Function : Theoretical Investigation and Numerical Results 1
We introduce a new NCP-function that reformulates a nonlinear com-plementarity problem as a system of semismooth equations (x) = 0. The new NCP-function possesses all the nice properties of the Fischer-Burmeister function for local convergence. In addition, its natural merit function (x) = 1 2 (x) T (x) has all the nice features of the Kanzow-Yamashita-Fukushima merit function for global conver...
متن کاملSymmetrization of generalized natural residual function for NCP
In contrast to the generalized Fischer-Burmeister function that is a natural extension of the popular Fischer-Burmeister function NCP-function, the generalized natural residual NCP-function based on discrete extension, recently proposed by Chen, Ko, and Wu, does not possess symmetric graph. In this paper we symmetrize the generalized natural residual NCP-function, and construct not only new NCP...
متن کاملOn Some NCP-Functions Based on the Generalized Fischer-burmeister Function
In this paper, we study several NCP-functions for the nonlinear complementarity problem (NCP) which are indeed based on the generalized Fischer-Burmeister function, φp(a, b) = ‖(a, b)‖p−(a+b). It is well known that the NCP can be reformulated as an equivalent unconstrained minimization by means of merit functions involving NCPfunctions. Thus, we aim to investigate some important properties of t...
متن کاملA family of NCP functions and a descent method for the nonlinear complementarity problem
In last decades, there has been much effort on the solution and the analysis of the nonlinear complementarity problem (NCP) by reformulating NCP as an unconstrained minimization involving an NCP function. In this paper, we propose a family of new NCP functions, which include the Fischer-Burmeister function as a special case, based on a p-norm with p being any fixed real number in the interval (...
متن کاملA regularization semismooth Newton method based on the generalized Fischer-Burmeister function for P0-NCPs
We consider a regularization method for nonlinear complementarity problems with F being a P0-function which replaces the original problem with a sequence of the regularized complementarity problems. In this paper, this sequence of regularized complementarity problems are solved approximately by applying the generalized Newton method for an equivalent augmented system of equations, constructed b...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Program.
دوره 88 شماره
صفحات -
تاریخ انتشار 2000