ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION

Jein-Shan Chen ()
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Jein-Shan Chen: Department of Mathematics, National Taiwan Normal University, Taipei, 11677, Taiwan

Asia-Pacific Journal of Operational Research (APJOR), 2007, vol. 24, issue 03, 401-420

Abstract: In this paper, we study several NCP-functions for the nonlinear complementarity problem (NCP) which are indeed based on the generalized Fischer–Burmeister function,ϕp(a, b) = ||(a, b)||p- (a + b). It is well known that the NCP can be reformulated as an equivalent unconstrained minimization by means of merit functions involving NCP-functions. Thus, we aim to investigate some important properties of these NCP-functions that will be used in solving and analyzing the reformulation of the NCP.

Keywords: NCP-function; complementarity; merit function; bounded level sets; stationary point (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1142/S0217595907001292

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