A GLOBALLY DERIVTIVE-FREE DESCENT METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS  

作　　者：Hou-duo Qi (Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing, 100080, China) Yu-zhong Zhang (Institute of Operation Research, QuFu Normal Univer 

出　　处：《Journal of Computational Mathematics》2000年第3期251-264,共14页计算数学（英文）

基　　金：the National Natural Science Foundation of China

摘　　要：Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we reformulate nonlinear complementarity problem (NCP for short) as an equivalent unconstrained optimization problem, for which we propose a derivative-free de- scent method in monotone case. We show its global convergence under some mild conditions. If F, the function involved in NCP, is Ro-function, the optimization problem has bounded level sets. A local property of the merit function is discussed. Finally, we report some numerical results.Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we reformulate nonlinear complementarity problem (NCP for short) as an equivalent unconstrained optimization problem, for which we propose a derivative-free de- scent method in monotone case. We show its global convergence under some mild conditions. If F, the function involved in NCP, is Ro-function, the optimization problem has bounded level sets. A local property of the merit function is discussed. Finally, we report some numerical results.

关 键 词：Complementarity problem NCP-function unconstrained minimization method derivative-free descent method 

分 类 号：O241[理学—计算数学]