Article ID: | iaor20113735 |
Volume: | 5 |
Issue: | 2 |
Start Page Number: | 247 |
End Page Number: | 257 |
Publication Date: | May 2011 |
Journal: | Optimization Letters |
Authors: | Wang Tao, Li Min, Wei Yun |
Keywords: | complementarity |
A popular approach to solving the complementarity problem is to reformulate it as an equivalent equation system via a complementarity function. In this paper, we propose a new class of functions, which contains the penalized natural residual function and the penalized Fischer–Burmeister function for symmetric cone complementarity problems. We show that this class of functions is indeed a class of complementarity functions. We finally prove that the merit function of this new class of complementarity functions is coercive.