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Merit functions for complementarity and related problems: a survey. (English) Zbl 1168.90619
Summary: Merit functions have become important tools for solving various mathematical problems arising from engineering sciences and economic systems. In this paper, we are surveying basic principles and properties of merit functions and some of their applications. As a particular case we will consider the nonlinear complementarity problem (NCP) and present a collection of different merit functions. We will also introduce and study a class of smooth merit functions for the NCP.

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90-02 Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
90C31 Sensitivity, stability, parametric optimization
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