A FILLED FUNCTION METHOD FOR SOLVING NONLINEAR COMPLEMENTARITY PROBLEM

作者：Yuan Liuyang; Wan Zhongping^*; Zhang Jingjing; Sun Bin

来源：Journal of Industrial and Management Optimization, 2009, 5(4): 911-928.

DOI：10.3934/jimo.2009.5.911

• The nonlinear complementarity problem
• Global optimization
• Filled function method
• Local solution
• Global solution

In this paper a filled function method is suggested for solving the nonlinear complementarity problem. Firstly, the original problem is converted into a corresponding unconstrained optimization problem by using the Fischer-Burmeister function. Subsequently, a new filled function with one parameter is proposed for solving unconstrained optimization problems. Some properties of the filled function are studied and discussed without Lipschitz continuity condition. Finally, an algorithm based on the proposed filled function for solving the nonlinear complementarity problem is presented. The implementation of the algorithm on several test problems is reported with numerical results.

• 出版日期2009-11
• 单位武汉大学