Merit Functions for Complementarity and Related Problems: A Survey

Authors:
Andreas Fischer;Houyuan Jiang
Affiliations:
Department of Mathematics, University of Dortmund, D-44221 Dortmund, Germany. andreas.fischer@math.uni-dortmund.de;CSIRO Mathematical and Information Sciences, GPO Box 664, Canberra, ACT 2601, Australia. houyuan.jiang@cmis.csiro.au
Venue:
Computational Optimization and Applications
Year:
2000

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Abstract

Merit functions have become important tools for solving various mathematical problems arising from engineering sciences and economic systems. In this paper, we are surveying basic principles and properties of merit functions and some of their applications. As a particular case we will consider the nonlinear complementarity problem (NCP) and present a collection of different merit functions. We will also introduce and study a class of smooth merit functions for the NCP.