A globally derivative-free descent method for nonlinear complementarity problems

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	A globally derivative-free descent method for nonlinear complementarity problems
	Qi, HD ; Zhang, YZ
	2000-05-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	18 期号:3 页码:251-264
摘要	Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we reformulate nonlinear complementarity problem (NCP for short) as an equivalent unconstrained optimization problem, for which we propose a derivative-free descent method in monotone case. We show its global convergence under some mild conditions. If F, the function involved in NCP, is R-0-function, the optimization problem has bounded level sets. A local property of the merit function is discussed. Finally, we report some numerical results.
关键词	complementarity problem NCP-function unconstrained minimization method derivative-free descent method
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000088027900003
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15398
专题	中国科学院数学与系统科学研究院
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.QuFu Normal Univ, Inst Operat Res, Shandong 273165, Peoples R China
推荐引用方式 GB/T 7714	Qi, HD,Zhang, YZ. A globally derivative-free descent method for nonlinear complementarity problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2000,18(3):251-264.
APA	Qi, HD,&Zhang, YZ.(2000).A globally derivative-free descent method for nonlinear complementarity problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,18(3),251-264.
MLA	Qi, HD,et al."A globally derivative-free descent method for nonlinear complementarity problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 18.3(2000):251-264.