On some NCP-functions based on the generalized Fischer–Burmeister function

On some NCP-functions based on the generalized Fischer–Burmeister function

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Article ID: iaor20082010
Country: Singapore
Volume: 24
Issue: 3
Start Page Number: 401
End Page Number: 420
Publication Date: Jun 2007
Journal: Asia-Pacific Journal of Operational Research
Authors:
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.

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