Some properties of a class of merit functions for symmetric cone complementarity problems

Some properties of a class of merit functions for symmetric cone complementarity problems

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Article ID: iaor20073417
Country: Singapore
Volume: 23
Issue: 4
Start Page Number: 473
End Page Number: 495
Publication Date: Dec 2006
Journal: Asia-Pacific Journal of Operational Research
Authors: , ,
Keywords: complementarity
Abstract:

In this paper, we extend a class of merit functions proposed by Kanzow et al. for linear/nonlinear complementarity problems to Symmetric Cone Complementarity Problems (SCCP). We show that these functions have several interesting properties, and establish a global error bound for the solution to the SCCP as well as the level boundedness of every merit function under some mild assumptions. Moreover, several functions are demonstrated to enjoy these properties.

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