Some properties of a class of merit functions for symmetric cone complementarity problems

被引：34

作者：

Liu, Yong-Jin ^{[1
]}

Zhang, Li-Wei

Wang, Yin-He

机构：

[1] Shantou Univ, Coll Sci, Dept Math, Shantou 515063, Peoples R China

[2] Dalian Univ Technol, Dept Appl Math, Dalian 116024, Peoples R China

来源：

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2006年 / 23卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Symmetric Cone Complementarity Problems; merit function; global error bound; bounded level sets;

D O I：

10.1142/S0217595906000991

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we extend a class of merit functions proposed by Kanzow et 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.

引用

页码：473 / 495

页数：23

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