The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem

被引:55
作者
Chen, Jein-Shan [1 ]
机构
[1] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
关键词
complementarity; SC1; function; merit function; semismooth function; descent method;
D O I
10.1007/s10898-006-9027-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper is a follow-up of the work [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)] where an NCP-function and a descent method were proposed for the nonlinear complementarity problem. An unconstrained reformulation was formulated due to a merit function based on the proposed NCP-function. We continue to explore properties of the merit function in this paper. In particular, we show that the gradient of the merit function is globally Lipschitz continuous which is important from computational aspect. Moreover, we show that the merit function is SC1 function which means it is continuously differentiable and its gradient is semismooth. On the other hand, we provide an alternative proof, which uses the new properties of the merit function, for the convergence result of the descent method considered in [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)].
引用
收藏
页码:565 / 580
页数:16
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