SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS

Yong-Jin Liu (), Li-Wei Zhang and Yin-He Wang
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Yong-Jin Liu: Department of Mathematics, College of Science, Shantou University, Shantou 515063, P. R. China
Li-Wei Zhang: Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, P. R. China
Yin-He Wang: Department of Mathematics, College of Science, Shantou University, Shantou 515063, P. R. China

Asia-Pacific Journal of Operational Research (APJOR), 2006, vol. 23, issue 04, 473-495

Abstract: In this paper, we extend a class of merit functions proposed by Kanzowet al.(1997) 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.

Keywords: Symmetric Cone Complementarity Problems; merit function; global error bound; bounded level sets (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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DOI: 10.1142/S0217595906000991

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