Discovery of New Complementarity Functions for NCP and SOCCP
*Jein-Shan Chen (National Taiwan Normal University (NTNU)) email@example.com
It is well known that complementarity functions play an important role in dealing with complementarity problems. In this talk, we investigate a few new classes of complementarity functions for nonlinear complementarity problems and second-order cone complementarity problems. The constructions of such new complementarity functions are based on discrete generalization which is a novel idea in contrast to the continuous generalization of Fischer-Burmeister function. Surprisingly, the new families of complementarity functions possess continuous differentiability even though they are discrete-oriented extensions. This feature enables that some methods like derivative-free algorithm can be employed directly for solving nonlinear complementarity problems and second-order cone complementarity problems. This is a new discovery to the literature and we believe that such new complementarity functions can also be used in many other contexts.