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An Unconstrained Optimization Technique for Nonsmooth Nonlinear Complementarity Problems

机译:非光滑非线性互补问题的无约束优化技术

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In this article, we consider an unconstrained minimization formulation of the nonlinear complementarity problem NCP when the underlying functions are -differentiable but not necessarily locally Lipschitzian or directionally differentiable. We show how, under appropriate regularity conditions on an -differential of , minimizing the merit function corresponding to leads to a solution of the nonlinear complementarity problem. Our results give a unified treatment of such results for -functions, semismooth-functions, and for locally Lipschitzian functions. We also show a result on the global convergence of a derivative-free descent algorithm for solving nonsmooth nonlinear complementarity problem.
机译:在本文中,当基础函数是可微的,但不一定是局部Lipschitzian或方向可微的时,我们考虑非线性互补问题NCP的无约束最小化公式。我们展示了如何在适当的正则条件下对-进行微分,以最小化与之对应的优值函数,从而导致非线性互补问题的解决。我们的结果对-函数,半光滑函数和局部Lipschitzian函数的此类结果进行了统一处理。我们还显示了用于求解非光滑非线性互补问题的无导数下降算法的全局收敛性的结果。

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