Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems

DOI10.1016/j.cam.2008.10.056zbMath1172.65029OpenAlexW2056737827MaRDI QIDQ1026431

Jein-Shan Chen, Zheng-Hai Huang, Sheng-Long Hu

Publication date: 25 June 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.10.056

zbMATH Keywords

convergencenumerical resultsnonlinear complementarity problemcomplementarity problemsmathematical programmingmerit functionderivative-free methodsNCP-functionderivative free algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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