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DOE OSTI · 22783980

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

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{sup 1}. 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.

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BibTeXRIS

Gu, Wei-Zhe, Tran, Benjamin. 2018-03-15. A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions. https://doi.org/10.1007/s40314-016-0328-6

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