A new class of penalized NCP-functions and its properties

Authors:
J. -S. Chen;Z. -H. Huang;C. -Y. She
Affiliations:
Department of Mathematics, National Taiwan Normal University, Taipei, Taiwan 11677;Department of Mathematics, Tianjin University, Tianjin, China 300072;Department of Mathematics, National Taiwan Normal University, Taipei, Taiwan 11677
Venue:
Computational Optimization and Applications
Year:
2011

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Abstract

In this paper, we consider a class of penalized NCP-functions, which includes several existing well-known NCP-functions as special cases. The merit function induced by this class of NCP-functions is shown to have bounded level sets and provide error bounds under mild conditions. A derivative free algorithm is also proposed, its global convergence is proved and numerical performance compared with those based on some existing NCP-functions is reported.