scholarly journals The linear convergence of a derivative-free descent method for nonlinear complementarity problems

2017 ◽  
Vol 13 (2) ◽  
pp. 531-548
Author(s):  
Wei-Zhe Gu ◽  
◽  
Li-Yong Lu ◽  
Keyword(s):  
Complementarity Problems ◽  
Linear Convergence ◽  
Descent Method ◽  
Nonlinear Complementarity Problems ◽  
Nonlinear Complementarity ◽  
Derivative Free

scholarly journals Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Jueyu Wang ◽  
Chao Gu ◽  
Guoqiang Wang
Keyword(s):  
Complementarity Problems ◽  
Numerical Results ◽  
Nonlinear Complementarity Problems ◽  
Stationary Points ◽  
Nonlinear Complementarity ◽  
Derivative Free

<p style='text-indent:20px;'>In this paper, we systematically study the properties of penalized NCP-functions in derivative-free algorithms for nonlinear complementarity problems (NCPs), and give some regular conditions for stationary points of penalized NCP-functions to be solutions of NCPs. The main contribution is to unify and generalize previous results. Based on one of above penalized NCP-functions, we analyze a scaling algorithm for NCPs. The numerical results show that the scaling can greatly improve the effectiveness of the algorithm.</p>

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