On merit functions for p-order cone complementarity problem
نویسندگان
چکیده
Merit function approach is a popular method to deal with complementarity problems, in which the complementarity problem is recast as an unconstrained minimization via merit function or complementarity function. In this paper, for the complementarity problem associated with p-order cone, which is a type of nonsymmetric cone complementarity problem, we show the readers how to construct merit functions for solving p-order cone complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also assert that these merit functions provide an error bound for the p-order cone complementarity problem. These results build up a theoretical basis for the merit method for solving p-order cone complementarity problem.
منابع مشابه
Two classes of merit functions for the second-order cone complementarity problem
Recently Tseng [Merit function for semidefinite complementarity, Mathematical Programming, 83, pp. 159-185, 1998] extended a class of merit functions, proposed by Z. Luo and P. Tseng [A new class of merit functions for the nonlinear complementarity problem, in Complementarity and Variational Problems: State of the Art, pp. 204-225, 1997], for the nonlinear complementarity problem (NCP) to the s...
متن کاملA Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem
We propose a two-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) based on the one-parametric class of complementarity functions. By the new class of merit functions, the SOCCP can be reformulated as an unconstrainedminimization problem.The new class ofmerit functions is shown to possess some favorable properties. In particular, it provides a global ...
متن کاملChen Two classes of merit functions for the second - order cone complementarity problem
Recently Tseng (Math Program 83:159–185, 1998) extended a class of merit functions, proposed by Luo and Tseng (A new class of merit functions for the nonlinear complementarity problem, in Complementarity and Variational Problems: State of the Art, pp. 204–225, 1997), for the nonlinear complementarity problem (NCP) to the semidefinite complementarity problem (SDCP) and showed several related pro...
متن کاملOn the Coerciveness of Merit Functions for the Second-Order Cone Complementarity Problem
The Second-Order Cone Complementarity Problem (SOCCP) is a wide class of problems, which includes the Nonlinear Complementarity Problem (NCP) and the Second-Order Cone Programming Problem (SOCP). Recently, Fukushima, Luo and Tseng extended some merit functions and their smoothing functions for NCP to SOCCP. Moreover, they derived computable formulas for the Jacobians of the smoothing functions ...
متن کاملGrowth behavior of two classes of merit functions for symmetric cone complementarity problems
In the solution methods of the symmetric cone complementarity problem (SCCP), the squared norm of a complementarity function serves naturally as a merit function for the problem itself or the equivalent system of equations reformulation. In this paper, we study the growth behavior of two classes of such merit functions, which are induced by the smooth EP complementarity functions and the smooth...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Comp. Opt. and Appl.
دوره 67 شماره
صفحات -
تاریخ انتشار 2017