LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions

Photo by frausnippe from unsplash

We study an unconstrained minimization approach to the generalized complementarity problem GCP(f, g) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are $$C^1$$C1. Also, we show… Click to show full abstract

We study an unconstrained minimization approach to the generalized complementarity problem GCP(f, g) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are $$C^1$$C1. Also, we show how, under appropriate regularity conditions, minimizing the merit function corresponding to f and g leads to a solution of the generalized complementarity problem. Moreover, we propose a descent algorithm for GCP(f, g) 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.

Keywords: based generalized; generalized fischer; complementarity; descent algorithm; generalized complementarity; fischer burmeister

Journal Title: Computational and Applied Mathematics
Year Published: 2018

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.