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A new class of penalized NCP-functions and its properties

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Abstract

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.

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Authors and Affiliations

  1. Department of Mathematics, National Taiwan Normal University, Taipei, 11677, Taiwan

    J.-S. Chen & C.-Y. She

  2. Department of Mathematics, Tianjin University, Tianjin, 300072, China

    Z.-H. Huang

Authors
  1. J.-S. Chen
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  2. Z.-H. Huang
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  3. C.-Y. She
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Corresponding author

Correspondence to J.-S. Chen.

Additional information

J.-S. Chen member of Mathematics Division, National Center for Theoretical Sciences, Taipei Office. The author’s work is partially supported by National Science Council of Taiwan.

Z.-H. Huang’s work is partly supported by the National Natural Science Foundation of China (Grant No. 10871144).

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Chen, JS., Huang, ZH. & She, CY. A new class of penalized NCP-functions and its properties. Comput Optim Appl 50, 49–73 (2011). https://doi.org/10.1007/s10589-009-9315-9

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  • DOI: https://doi.org/10.1007/s10589-009-9315-9

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