English, Article edition: SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS YONG-JIN LIU; LI-WEI ZHANG; YIN-HE WANG

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Physical Description
  • article
Language
  • English

Edition details

Title
  • SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS
Author
  • YONG-JIN LIU
  • LI-WEI ZHANG
  • YIN-HE WANG
Physical Description
  • article
Notes
  • 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.
  • Symmetric Cone Complementarity Problems, merit function, global error bound, bounded level sets
  • RePEc:wsi:apjorx:v:23:y:2006:i:04:p:473-495
Language
  • English
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