An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function
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Publication:843152
DOI10.1016/j.cam.2009.06.022zbMath1175.65070OpenAlexW2068807208MaRDI QIDQ843152
Jein-Shan Chen, Hung-Ta Gao, Shaohua Pan
Publication date: 29 September 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.2009.06.022
numerical examplesconvergence ratenonlinear complementarity problemmerit functionglobal error boundFischer-Burmeister function
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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