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A new class of penalized NCP-functions and its properties
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Journal Article
A new class of penalized NCP-functions and its properties
2011
Overview
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.
Publisher
Springer US,Springer Nature B.V
Subject
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