A new class of penalized NCP-functions and its properties

Jein-Shan Chen Z-H Huang C-Y She

Optimization and Control mathscidoc:1910.43894

Computational Optimization and Applications, 50, (1), 49-73, 2011.9
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.
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@inproceedings{jein-shan2011a,
  title={A new class of penalized NCP-functions and its properties},
  author={Jein-Shan Chen, Z-H Huang, and C-Y She},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191020223941758670423},
  booktitle={Computational Optimization and Applications},
  volume={50},
  number={1},
  pages={49-73},
  year={2011},
}
Jein-Shan Chen, Z-H Huang, and C-Y She. A new class of penalized NCP-functions and its properties. 2011. Vol. 50. In Computational Optimization and Applications. pp.49-73. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191020223941758670423.
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