A penalized Fischer-Burmeister NCP-function

Mathematical Programming, Series B

Volumn 88, Issue 1, 2000, Pages 211-216

  Chen, Bintong ^a   Chen, Xiaojun ^b   Kanzow, Christian ^c  

^a WASHINGTON STATE UNIVERSITY   (United States)

^b SHIMANE UNIVERSITY   (Japan)

^c UNIVERSITY OF HAMBURG   (Germany)

Author keywords

Newton's method; Nonlinear complementarity problem; Semismoothness

Indexed keywords

EID: 29244465866     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00011375     Document Type: Article

References (8)

1. Chen, B., Chen, X., Kanzow, C. (1997): A penalized Fischer-Burmeister NCP-function: Theoretical investigation and numerical results. Preprint 126, Institute of Applied Mathematics, University of Hamburg, Hamburg, Germany
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3. Facchinei, F., Soares, J. (1997): A new merit function for nonlinear complementarity problems and a related algorithm. SIAM J. Optim. 7, 225-247
4. Ferris, M.C., Rutherford, T.F. (1996): Accessing realistic mixed complementarity problems within MAT-LAB. In: Di Pillo, G., Giannessi, F. (eds.): Nonlinear Optimization and Applications. Plenum Press, New York, 1996, 141-153
5. Fischer, A. (1992): A special Newton-type optimization method. Optimization 24, 269-284
6. Kanzow, C., Yamashita, N., Fukushima, M. (1997): New NCP-functions and their properties. J. Optim. Theory Appl. 94, 115-135
7. 0-functions in box variational inequality problems. Technical Report, Department of Mathematics and Statistics, University of Maryland Baltimore County, Baltimore, MD
8. Robinson, S.M. (1980): Strongly regular generalized equations. Math. Oper. Res. 5, 43-62