Two classes of merit functions for the second-order cone complementarity problem

Jein-Shan Chen ()

Mathematical Methods of Operations Research, 2006, vol. 64, issue 3, 495-519

Abstract: 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 properties. In this paper, we extend this class of merit functions to the second-order cone complementarity problem (SOCCP) and show analogous properties as in NCP and SDCP cases. In addition, we study another class of merit functions which are based on a slight modification of the aforementioned class of merit functions. Both classes of merit functions provide an error bound for the SOCCP and have bounded level sets. Copyright Springer-Verlag 2006

Keywords: Error bound; Jordan product; Level set; Merit function; Second-order cone; Spectral factorization; 26B05; 90C33 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s00186-006-0098-9

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