研究生: |
蘇揚善 Su, Yang-San |
---|---|
論文名稱: |
A new generalization of the Natural-Residual function A new generalization of the Natural-Residual function |
指導教授: |
陳界山
Chen, Jein-Shan |
學位類別: |
碩士 Master |
系所名稱: |
數學系 Department of Mathematics |
論文出版年: | 2018 |
畢業學年度: | 106 |
語文別: | 英文 |
論文頁數: | 21 |
中文關鍵詞: | NCP 、Fisher-Burmeister 、Natural-Residual 、complementarity |
英文關鍵詞: | NCP, Fisher-Burmeister, Natural-Residual, complementarity |
DOI URL: | http://doi.org/10.6345/THE.NTNU.DM.020.2018.B01 |
論文種類: | 學術論文 |
相關次數: | 點閱:113 下載:13 |
分享至: |
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
NCP-functions play an important role in nonlinear complementarity problems(NCP). In this paper, we recall some definitions and properties of NCP-functions such as generalized Fisher-Burmeister function, ϕpFB(a; b) = ∥(a; b)∥p (a + b), and the generalized Natural-Residual function, ϕpNR(a; b) = ap(ab)p+: We attempt to generalize Natural-Residual function as a new NCP-function: ~ϕpNR(a; b) = (a + b)p ja bjp:
References
[1] J.-S. Chen, The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem, Journal of Global Optimization,
36(2006), 565-580.
[2] J.-S. Chen, On some NCP-functions based on the generalized Fischer-Burmeister function, Asia-Pacific Journal of Operational Research, 24(2007), 401-420.
[3] J.-S. Chen, H.-T. Gao and S. Pan, A R-linearly convergent derivative-free algorithm for the NCPs based on the generalized Fischer-Burmeister merit function,
Journal of Computational and Applied Mathematics, 232(2009), 455-471.
[4] J.-S. Chen, Z.-H. Huang, and C.-Y. She, A new class of penalized NCP-functions and its properties, Computational Optimization and Applications, 50(2011), 49-73.
[5] J.-S. Chen, C.-H. Ko, and S.-H. Pan, A neural network based on generalized Fischer-Burmeister function for nonlinear complementarity problems, Information
Sciences, 180(2010), 697-711.
[6] J.-S. Chen, C.-H. Ko, and X.-R. Wu, What is the generalization of natural residual function for NCP, to appear in Pacific Journal of Optimization, January,
2016, 19-27.
[7] J.-S. Chen and S. Pan, A family of NCP-functions and a descent method for the nonlinear complementarity problem, Computational Optimization and Applications,
40(2008), 389-404.
[8] J.-S. Chen, S.-H. Pan, and T.-C. Lin, A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs, Nonlinear Analysis: Theory,
Methods and Applications, 72(2010), 3739-3758.
[9] J.-S. Chen, S.-H. Pan, and C.-Y. Yang, Numerical comparison of two effective methods for mixed complementarity problems, Journal of Computational and Applied Mathematics, 234(2010), 667-683.
[10] J.-S. Chen, D. F. Sun, and J. Sun, The SC1 property of the squared norm of the SOC Fischer-Burmeister function, Operations Research Letters, vol. 36(2008),
385-392.
[11] C.-H. Huang, K.-J. Weng, J.-S. Chen, H.-W. Chu , and M.-Y. Li, On four discrete-type families of NCP-functions,to appear in Journal of Nonlinear and Convex
Analysis, 2018.
[12] Y.-L. Chang, J.-S. Chen, C.-Y. Yang, Symmetrization of generalized natural residual function for NCP, Operations Research Letters, 43(2015), 354-358.
20
[13] F. Facchinei and J. Soares, A new merit function for nonlinear complementarity problems and a related algorithm, SIAM Journal on Optimization, 7(1997), 225-247.
[14] A. Fischer, A special Newton-type optimization methods, Optimization, 24(1992), 269-284.
[15] A. Fischer, Solution of the monotone complementarity problem with locally Lipschitzian functions, Mathematical Programming, 76(1997), 513-532.
[16] A. Galántai, Properties and construction of NCP functions, Computational Optimization and Applications, 52(2012), 805-824.
[17] C. Geiger and C. Kanzow, On the resolution of monotone complementarity problems, Computational Optimization and Applications, 5(1996), 155-173.
[18] P. T. Harker and J.-S. Pang, Finite dimensional variational inequality and nonlinear complementarity problem: a survey of theory, algorithms and applications,
Mathematical Programming, 48(1990), 161-220.
[19] C. Kanzow, Nonlinear complementarity as unconstrained optimization, Journal of Optimization Theory and Applications, 88(1996), 139-155.
[20] C. Kanzow, N. Yamashita, and M. Fukushima, New NCP-functions and their properties, Journal of Optimization Theory and Applications, 94(1997), 115-135.
[21] O. L. Mangasarian, Equivalence of the Complementarity Problem to a System of Nonlinear Equations, SIAM Journal on Applied Mathematics, 31(1976), 89-92.
[22] J.-S. Pang, Newton’s Method for B-differentiable Equations, Mathematics of Operations Research, 15(1990), 311-341.
[23] D. Sun and L. Qi, On NCP-functions, Computational Optimization and Applications, 13(1999), 201-220.
[24] H.-Y. Tsai and J.-S. Chen, Geometric views of the generalized Fischer-Burmeister function and its induced merit function, Applied Mathematics and Computation,
237(2014), 31-59.
[25] N. Yamashita and M. Fukushima, On stationary points of the implict Lagrangian for nonlinear complementarity problems, Journal of Optimization Theory and Applications, 84(1995), 653-663.
[26] M. C. Ferris and J-S Pang, Engineering and economic applications of complementarity problems, SIAM Review, 39(1997), 669-713.
[27] J-S Pang, Complementarity problems. Handbook of Global Optimization, R Horst and P Pardalos (eds.), MA: Kluwer Academic Publishers, 271-338.