Properties of a family of merit functions and a merit function method for the NCP  

Properties of a family of merit functions and a merit function method for the NCP

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作  者:LU Li-yong HUANG Zheng-hai HU Sheng-long Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, China 

出  处:《Applied Mathematics(A Journal of Chinese Universities)》2010年第4期379-390,共12页高校应用数学学报(英文版)(B辑)

基  金:Supported by the National Natural Science Foundation of China(10871144);the Natural Science Foundation of Tianjin(07JCYBJC05200)

摘  要: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.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.

关 键 词:Nonlinear complementarity problem NCP-function merit function merit function method. 

分 类 号:O174[理学—数学]

 

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