Discovery of new complementarity functions for NCP and SOCCP

Discovery of new complementarity functions for NCP and SOCCP It is well known that complementarity functions play an important role in dealing with complementarity problems. In this paper, we propose a few new classes of complementarity functions for nonlinear complementarity problems and second-order cone complementarity problems. The constructions of such new complementarity functions are based on discrete generalization which is a novel idea in contrast to the continuous generalization of Fischer–Burmeister function. Surprisingly, these new families of complementarity functions possess continuous differentiability even though they are discrete-oriented extensions. This feature enables that some methods like derivative-free algorithm can be employed directly for solving nonlinear complementarity problems and second-order cone complementarity problems. This is a new discovery to the literature and we believe that such new complementarity functions can also be used in many other contexts. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Computational and Applied Mathematics Springer Journals

Discovery of new complementarity functions for NCP and SOCCP

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Publisher
Springer Journals
Copyright
Copyright © 2018 by SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional
Subject
Mathematics; Applications of Mathematics; Computational Mathematics and Numerical Analysis; Mathematical Applications in the Physical Sciences; Mathematical Applications in Computer Science
ISSN
0101-8205
eISSN
1807-0302
D.O.I.
10.1007/s40314-018-0660-0
Publisher site
See Article on Publisher Site

Abstract

It is well known that complementarity functions play an important role in dealing with complementarity problems. In this paper, we propose a few new classes of complementarity functions for nonlinear complementarity problems and second-order cone complementarity problems. The constructions of such new complementarity functions are based on discrete generalization which is a novel idea in contrast to the continuous generalization of Fischer–Burmeister function. Surprisingly, these new families of complementarity functions possess continuous differentiability even though they are discrete-oriented extensions. This feature enables that some methods like derivative-free algorithm can be employed directly for solving nonlinear complementarity problems and second-order cone complementarity problems. This is a new discovery to the literature and we believe that such new complementarity functions can also be used in many other contexts.

Journal

Computational and Applied MathematicsSpringer Journals

Published: Jun 6, 2018

References

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