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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 92 (1997), S. 439-456 
    ISSN: 1573-2878
    Keywords: Variational inequality problems ; unconstrained optimization reformulations ; global error bounds ; descent methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently, Peng considered a merit function for the variational inequality problem (VIP), which constitutes an unconstrained differentiable optimization reformulation of VIP. In this paper, we generalize the merit function proposed by Peng and study various properties of the generalized function. We call this function the D-gap function. We give conditions under which any stationary point of the D-gap function is a solution of VIP and conditions under which it provides a global error bound for VIP. We also present a descent method for solving VIP based on the D-gap function.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 94 (1997), S. 115-135 
    ISSN: 1573-2878
    Keywords: Nonlinear complementarity problems ; NCP-functions ; merit functions ; unconstrained optimization reformulations ; error bounds ; bounded level sets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently, Luo and Tseng proposed a class of merit functions for the nonlinear complementarity problem (NCP) and showed that it enjoys several interesting properties under some assumptions. In this paper, adopting a similar idea to that of Luo and Tseng, we present new merit functions for the NCP, which can be decomposed into component functions. We show that these merit functions not only share many properties with the one proposed by Luo and Tseng but also enjoy additional favorable properties owing to their decomposable structure. In particular, we present fairly mild conditions under which these merit functions have bounded level sets.
    Type of Medium: Electronic Resource
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