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A penalized Fischer-Burmeister NCP-function

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Abstract.

We introduce a new NCP-function in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. This new NCP-function turns out to have stronger theoretical properties than the widely used Fischer-Burmeister function and other NCP-functions suggested previously. Moreover, numerical experience indicates that a semismooth Newton method based on this new NCP-function performs considerably better than the corresponding method based on the Fischer-Burmeister function.

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Authors and Affiliations

  1. Department of Management and Decision Sciences, Washington State University, Pullman, WA 99164-4736, USA, e-mail: chenbi@wsu.edu, , , , , , US

    Bintong Chen

  2. Department of Mathematics and Computer Science, Shimane University, Matsue 690-8504, Japan, e-mail: chen@math.shimane-u.ac.jp, , , , , , JP

    Xiaojun Chen

  3. University of Hamburg, Institute of Applied Mathematics, Bundesstrasse 55, D-20146 Hamburg, Germany, e-mail: kanzow@math.uni-hamburg.de, , , , , , DE

    Christian Kanzow

Authors
  1. Bintong Chen
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  2. Xiaojun Chen
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  3. Christian Kanzow
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Received: March 10, 1997 / Accepted: February 15, 2000¶Published online May 12, 2000

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Chen, B., Chen, X. & Kanzow, C. A penalized Fischer-Burmeister NCP-function. Math. Program. 88, 211–216 (2000). https://doi.org/10.1007/PL00011375

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  • DOI: https://doi.org/10.1007/PL00011375