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Properties of a Family of Generalized NCP-Functions and a Derivative-Free Algorithm for Complementarity Problems

Author: LuLiYong
Tutor: HuangZhengHai
School: Tianjin University
Course: Operational Research and Cybernetics
Keywords: Complementarity problem Derivative-free method General NCP func-tion Merit function Global convergence FB function Descent algorithm
CLC: O221
Type: Master's thesis
Year: 2008
Downloads: 25
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Abstract


The complementarity problem is an important branch in the mathematical pro-gramming field, which find wide applications in many fields such as engineering, eco-nomics and traffic equilibrium problem, therefore, it is significant to study the algo-rithms for solving complementarity problems. We introduce a family of new merit functions which are the generalization of several existing merit functions. We discuss a system of favorable properties of the proposed merit functions. By using the new merit functions, we propose a derivative-free algorithm for solving nonlinear complementarity problem. We show that the algorithm is globally convergent under suitable assump-tions. The preliminary numerical results are also reported, and the numerical results show that the proposed algorithm is effective.

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CLC: > Mathematical sciences and chemical > Mathematics > Operations Research > Planning Theory ( mathematical programming)
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