Article ID Journal Published Year Pages File Type
1143363 Operations Research Letters 2010 5 Pages PDF
Abstract

We propose a novel power penalty approach to a Nonlinear Complementarity Problem (NCP) in which the NCP is approximated by a nonlinear equation containing a power penalty term. We show that the solution to the penalty equation converges to that of the NCP at an exponential rate when the function involved is continuous and ξξ-monotone. A higher convergence rate is also obtained when the function becomes Lipschitz continuous. Numerical results are presented to confirm the theoretical findings.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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