A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer–Burmeister merit function

An -linearly convergent derivative-free

An -linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer–Burmeister merit function

✍ Jein-Shan Chen; Hung-Ta Gao; Shaohua Pan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 967 KB

the paper [J.-S. Chen, S. Pan, A family of NCP-functions and a descent method for the nonlinear complementarity problem, Computational Optimization and Applications, 40 (2008) 389-404], the authors proposed a derivative-free descent algorithm for nonlinear complementarity problems (NCPs) by the gene