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>

A Smoothing Method for Solving the NCP Based on a New Smoothing Approximate Function

2013 ◽  
Vol 462-463 ◽  
pp. 294-297
Author(s):  
Wei Meng ◽  
Zhi Yuan Tian ◽  
Xin Lei Qu
Keyword(s):  
Global Convergence ◽  
Newton Method ◽  
Complementarity Problems ◽  
Numerical Results ◽  
Nonlinear Complementarity Problems ◽  
Smoothing Method ◽  
Smoothing Newton Method ◽  
Nonlinear Complementarity ◽  
Approximate Function

A new smoothing approximate function of the FischerBurmeister function is given. A modified smoothing Newton method based on the function is proposed for solving a kind of nonlinear complementarity problems. Under suitable conditions, the global convergence of the method is proved. Numerical results show the effectiveness of the method.

Sign in / Sign up

Export Citation Format

Share Document