Symmetrization of generalized natural residual function for NCP (original) (raw)

Operations Research Letters, 2015

Abstract

ABSTRACT In contrast to the generalized Fischer-Burmeister function that is a natural extension of the popular Fischer-Burmeister function NCP-function, the generalized natural residual NCP-function based on discrete extension, recently proposed by Chen, Ko, and Wu, does not possess symmetric graph. In this paper we symmetrize the generalized natural residual NCP-function, and construct not only new NCP-functions and merit functions for the nonlinear complementarity problem, but also provide parallel functions to the generalized Fischer-Burmeister function.

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