A GLOBALLY DERIVATIVE-FREE DESCENT METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

摘要

Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we Reformulate nonlinear complementarity problem (NCP for short) as an equivalent Unconstrained optimization problem, for which we propose a derivative-free de- Scent method in monotone case. We show its global convergence under some mild Conditions. If F, the function involved in NCP, is R_0-function, the optimization Problem has bounded level sets. A local property of the merit function is discussed. Finally, we report some numerical results.