Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm | Zendy

Jueyu Wang | Zendy; Chao Gu | Zendy; Guoqiang Wang | Zendy

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Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm

Author(s) -

Jueyu Wang,

Chao Gu,

Guoqiang Wang

Publication year - 2021

Publication title -

journal of industrial and management optimization

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.325

H-Index - 32

eISSN - 1553-166X

pISSN - 1547-5816

DOI - 10.3934/jimo.2021171

Subject(s) - nonlinear complementarity problem , scaling , complementarity (molecular biology) , algorithm , nonlinear system , stationary point , mixed complementarity problem , mathematical optimization , complementarity theory , mathematics , computer science , mathematical analysis , geometry , physics , quantum mechanics , biology , genetics

In this paper, we systematically study the properties of penalized NCP-functions in derivative-free algorithms for nonlinear complementarity problems (NCPs), and give some regular conditions for stationary points of penalized NCP-functions to be solutions of NCPs. The main contribution is to unify and generalize previous results. Based on one of above penalized NCP-functions, we analyze a scaling algorithm for NCPs. The numerical results show that the scaling can greatly improve the effectiveness of the algorithm.

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