Name
Title | ||
|---|---|---|
A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer---Burmeister merit function |
Abstract | ||
|---|---|---|
In this paper, we propose a new generalized penalized Fischer---Burmeister merit function, and show that the function possesses a system of favorite properties. Moreover, for the merit function, we establish the boundedness of level set under a weaker condition. We also propose a derivative-free algorithm for nonlinear complementarity problems with a nonmonotone line search. More specifically, we show that the proposed algorithm is globally convergent and has a locally linear convergence rate. Numerical comparisons are also made with the merit function used by Chen (J Comput Appl Math 232:455---471, 2009), which confirm the superior behaviour of the new merit function. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1007/s11075-011-9471-8 | Numerical Algorithms |
Keywords | DocType | Volume |
Nonlinear complementarity problem,Merit function,Nonmonotone derivative-free algorithm,Global error bound,Global convergence | Journal | 58 |
Issue | ISSN | Citations |
4 | 1017-1398 | 0 |
PageRank | References | Authors |
0.34 | 11 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jianguang Zhu | 1 | 16 | 3.89 |
| Hongwei Liu | 2 | 78 | 12.29 |
| Changhe Liu | 3 | 38 | 3.62 |
| Wei-Jie Cong | 4 | 14 | 2.40 |