A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer–Burmeister merit function

Abstract

In this paper, we propose a new generalized penalized Fischer–Burmeister merit function, and show that the function possesses a system of favorite properties. Moreover, for the merit function, we establish the boundedness of level set under a weaker condition. We also propose a derivative-free algorithm for nonlinear complementarity problems with a… (More)
DOI: 10.1007/s11075-011-9471-8

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