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Merit functions for nonsmooth complementarity problems and related descent algorithm

✍ Scribed by Shou-qiang Du; Yan Gao

Book ID
107500969
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2010
Tongue
English
Weight
131 KB
Volume
25
Category
Article
ISSN
1005-1031

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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 πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 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