Name
Abstract | ||
|---|---|---|
We propose a novel power penalty approach to a Nonlinear Complementarity Problem (NCP) in which the NCP is approximated by a nonlinear equation containing a power penalty term. We show that the solution to the penalty equation converges to that of the NCP at an exponential rate when the function involved is continuous and @x-monotone. A higher convergence rate is also obtained when the function becomes Lipschitz continuous. Numerical results are presented to confirm the theoretical findings. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1016/j.orl.2009.09.009 | Oper. Res. Lett. |
Keywords | Field | DocType |
exponential rate,nonlinear complementarity problem,power penalty term,ξ -monotone functions,nonlinear variational inequalities,nonlinear equation,higher convergence rate,novel power penalty approach,convergence rates,theoretical finding,power penalty methods,numerical result,penalty equation converges,nonlinear complementarity problems,penalty method,lipschitz continuity,monotone function,variational inequality,convergence rate | Monotonic function,Continuous function,Mathematical optimization,Nonlinear system,Mathematical analysis,Lipschitz continuity,Rate of convergence,Mathematics,Nonlinear complementarity problem,Variational inequality,Penalty method | Journal |
Volume | Issue | ISSN |
38 | 1 | Operations Research Letters |
Citations | PageRank | References |
22 | 1.19 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Chongchao Huang | 1 | 67 | 4.71 |
| Song Wang | 2 | 71 | 6.80 |