Constructions of complementarity functions and merit functions for circular cone complementarity problem

Xin-He Miao (), Shengjuan Guo (), Nuo Qi () and Jein-Shan Chen ()

Computational Optimization and Applications, 2016, vol. 63, issue 2, 495-522

Abstract: In this paper, we consider complementarity problem associated with circular cone, which is a type of nonsymmetric cone complementarity problem. The main purpose of this paper is to show the readers how to construct complementarity functions for such nonsymmetric cone complementarity problem, and propose a few merit functions for solving such a complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also show that these merit functions provide an error bound for the circular cone complementarity problem. These results ensure that the sequence generated by descent methods has at least one accumulation point, and build up a theoretical basis for designing the merit function method for solving circular cone complementarity problem. Copyright Springer Science+Business Media New York 2016

Keywords: Circular cone complementarity problem; Complementarity function; Merit function; The level sets; Strong coerciveness (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-015-9781-1

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