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- Title
A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions.
- Authors
Tawhid, Mohamed A.; Gu, Wei-Zhe; Tran, Benjamin
- Abstract
We study an unconstrained minimization approach to the generalized complementarity problem GCP(<italic>f</italic>, <italic>g</italic>) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are C1<inline-graphic></inline-graphic>. Also, we show how, under appropriate regularity conditions, minimizing the merit function corresponding to <italic>f</italic> and <italic>g</italic> leads to a solution of the generalized complementarity problem. Moreover, we propose a descent algorithm for GCP(<italic>f</italic>, <italic>g</italic>) and show a result on the global convergence of a descent algorithm for solving generalized complementarity problem. Finally, we present some preliminary numerical results. Our results further give a unified/generalization treatment of such results for the nonlinear complementarity problem based on generalized Fischer-Burmeister function and its generalizations.
- Subjects
THEORY of descent (Mathematics); COMPLEMENTARITY constraints (Mathematics); DIFFERENTIAL equations; ALGORITHMS; GENERALIZATION
- Publication
Computational & Applied Mathematics, 2018, Vol 37, Issue 1, p1
- ISSN
0101-8205
- Publication type
Article
- DOI
10.1007/s40314-016-0328-6