On nonlinear complementarity problem functions

On nonlinear complementarity problem functions

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Article ID: iaor20003702
Country: Netherlands
Volume: 13
Issue: 1/2/3
Start Page Number: 201
End Page Number: 220
Publication Date: Apr 1999
Journal: Computational Optimization and Applications
Authors: ,
Keywords: computational analysis
Abstract:

In this paper we reformulate several NCP-functions for the nonlinear complementarity problem (NCP) from their merit function forms and study some important properties of these NCP-functions. We point out that some of these NCP-functions have all the nice properties investigated by Chen, Chen and Kanzow for a modified Fischer–Burmeister function, while some other NCP-functions may lose one or several of these properties. We also provide a modified normal map and a smoothing technique to overcome the limitation of these NCP-functions. A numerical comparison for the behaviour of various NCP-functions is provided.

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