An R -linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer–Burmeister merit function

In the paper [J.-S. Chen, S. Pan, A family of NCP-functions and a descent method for the nonlinear complementarity problem, Computational Optimization and Applications, 40 (2008) 389–404], the authors proposed a derivative-free descent algorithm for nonlinear complementarity problems (NCPs) by the g...

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Veröffentlicht in:	Journal of computational and applied mathematics Jg. 232; H. 2; S. 455 - 471
Hauptverfasser:	Chen, Jein-Shan, Gao, Hung-Ta, Pan, Shaohua
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Kidlington Elsevier B.V 15.10.2009 Elsevier
Schlagworte:	Calculus of variations and optimal control Convergence rate Exact sciences and technology Functional analysis Functions of a complex variable Global error bound Mathematical analysis Mathematics Merit function NCP-function Nonlinear complementarity problem Numerical analysis Numerical analysis. Scientific computation Numerical methods in mathematical programming, optimization and calculus of variations Sciences and techniques of general use Convergence rate Nonlinear complementarity problem Global error bound Merit function NCP-function Error estimation Convergence acceleration Optimization method Complementarity problem Nonlinear problems Algorithm Penalty method Convergence Numerical analysis Algorithm performance Applied mathematics Descent method Mathematical programming
ISSN:	0377-0427, 1879-1778
Online-Zugang:	Volltext
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