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On merit functions for p-order cone complementarity problem

Xin-He Miao (), Yu-Lin Chang () and Jein-Shan Chen ()
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Xin-He Miao: Tianjin University
Yu-Lin Chang: National Taiwan Normal University
Jein-Shan Chen: National Taiwan Normal University

Computational Optimization and Applications, 2017, vol. 67, issue 1, No 6, 155-173

Abstract: Abstract 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.

Keywords: p-order cone complementarity problem; Merit function; Error bound (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10589-016-9889-y

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