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| Recently, Hu, Huang and Chen, in the paper[Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems] 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. |
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| Keywords:Nonlinear program; nonlinear complementarity problems; merit function; derivative-free descent method; linear convergence |
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