| Article ID: | iaor20117972 |
| Volume: | 50 |
| Issue: | 1 |
| Start Page Number: | 49 |
| End Page Number: | 73 |
| Publication Date: | Sep 2011 |
| Journal: | Computational Optimization and Applications |
| Authors: | Chen J -S, Huang Z -H, She C -Y |
| Keywords: | programming: linear |
In this paper, we consider a class of penalized NCP‐functions, which includes several existing well‐known NCP‐functions as special cases. The merit function induced by this class of NCP‐functions is shown to have bounded level sets and provide error bounds under mild conditions. A derivative free algorithm is also proposed, its global convergence is proved and numerical performance compared with those based on some existing NCP‐functions is reported.