Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems

• Autores: Sheng-Long Hu, Zheng-Hai Huang, Jein-Shan Chen
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 230, Nº 1, 2009, págs. 69-82
• Idioma: inglés
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• Resumen

  • In this paper, we propose a new family of NCP-functions and the corresponding merit functions, which are the generalization of some popular NCP-functions and the related merit functions. We show that the new NCP-functions and the corresponding merit functions possess a system of favorite properties. Specially, we show that the new NCP-functions are strongly semismooth, Lipschitz continuous, and continuously differentiable; and that the corresponding merit functions have SC1 property (i.e., they are continuously differentiable and their gradients are semismooth) and LC1 property (i.e., they are continuously differentiable and their gradients are Lipschitz continuous) under suitable assumptions. Based on the new NCP-functions and the corresponding merit functions, we investigate a derivative free algorithm for the nonlinear complementarity problem and discuss its global convergence. Some preliminary numerical results are reported.