A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer-Burmeister merit function

DOI10.1007/s11075-011-9471-8zbMath1279.90173OpenAlexW1997829969MaRDI QIDQ652335

Jianguang Zhu, Chang-He Liu, Hong-Wei Liu, Wei-jie Cong

Publication date: 14 December 2011

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-011-9471-8

zbMATH Keywords

nonlinear complementarity problemmodified Fischer-Burmeister functionnon-monoton derivative-free algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm ⋮ A modified multivariate spectral gradient projection method for nonlinear complementarity problems ⋮ Some results on the filter method for nonlinear complementary problems

Uses Software

• MCPLIB

Cites Work

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• ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION
• Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems.

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