Recently, Hu, Huang and Chen [Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems, J. Comput. Appl. Math. 230 (2009): 69-82] introduced a family of generalized NCP-functions, which include many existing NCP-functions as special cases. They obtained several favorite properties of the functions; and by which, they showed that a derivative-free descent method is globally convergent under suitable assumptions. However, no result on convergent rate of the method was reported. In this paper, we further investigate some properties of this family of generalized NCP-functions. In particular, we show that, under suitable assumptions, the iterative sequence generated by the descent method discussed in their paper converges globally at a linear rate to a solution of the nonlinear complementarity problem. Some preliminary numerical results are reported, which verify the theoretical results obtained.
In this paper, we introduce a one-parametric class of smoothing functions in the context of symmetric cones which contains two symmetric perturbed smoothing functions as special cases, and show that it is coercive under suitable assumptions. Based on this class of smoothing functions, a smoothing Newton algorithm is extended to solve the complementarity problems over symmetric cones, and it is proved that the proposed algorithm is globally and locally superlinearly convergent under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in our analysis. Preliminary numerical results for randomly generated second-order cone programs and several practical second-order cone programs from the DIMACS library are reported.
In this paper, we first introduce a class of tensors, called positive semidefinite plus tensors on a closed cone, and discuss its simple properties; and then, we focus on investigating properties of solution sets of two classes of tensor complementarity problems. We study the solvability of a generalized tensor complementarity problem with aD-strictly copositive tensor and a positive semidefinite plus tensor on a closed cone and show that the solution set of such a complementarity problem is bounded. Moreover, we prove that a related conic tensor complementarity problem is solvable if the involved tensor is positive semidefinite on a closed convex cone and is uniquely solvable if the involved tensor is strictly positive semidefinite on a closed convex cone. As an application, we also investigate a static traffic equilibrium problem which is reformulated as a concerned complementarity problem. A specific example is also given.
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