Growth Behavior of Two Classes of Merit Functions for Symmetric Cone Complementarity Problems

被引:7
|
作者
Pan, S. H. [2 ]
Chen, J. -S. [1 ]
机构
[1] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
[2] S China Univ Technol, Sch Math Sci, Guangzhou 510640, Guangdong, Peoples R China
关键词
Symmetric cone complementarity problem; Jordan algebra; EP merit functions; Implicit Lagrangian function; Coerciveness; EUCLIDEAN JORDAN ALGEBRAS; NONLINEAR COMPLEMENTARITY; P-PROPERTIES; TRANSFORMATIONS; INEQUALITIES; MINIMIZATION;
D O I
10.1007/s10957-008-9495-y
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 the solution methods of the symmetric cone complementarity problem (SCCP), the squared norm of a complementarity function serves naturally as a merit function for the problem itself or the equivalent system of equations reformulation. In this paper, we study the growth behavior of two classes of such merit functions, which are induced by the smooth EP complementarity functions and the smooth implicit Lagrangian complementarity function, respectively. We show that, for the linear symmetric cone complementarity problem (SCLCP), both the EP merit functions and the implicit Lagrangian merit function are coercive if the underlying linear transformation has the P-property; for the general SCCP, the EP merit functions are coercive only if the underlying mapping has the uniform Jordan P-property, whereas the coerciveness of the implicit Lagrangian merit function requires an additional condition for the mapping, for example, the Lipschitz continuity or the assumption as in (45).
引用
收藏
页码:167 / 191
页数:25
相关论文
共 50 条
  • [21] NEW SMOOTHING MERIT FUNCTION FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEM
    Sun, Guo
    Zhang, Peng
    Yu, Liying
    Lin, Gui-Hua
    PACIFIC JOURNAL OF OPTIMIZATION, 2021, 17 (04): : 577 - 593
  • [22] Merit Functions for Complementarity and Related Problems: A Survey
    Andreas Fischer
    Houyuan Jiang
    Computational Optimization and Applications, 2000, 17 : 159 - 182
  • [23] Merit functions for complementarity and related problems: A survey
    Fischer, A
    Jiang, H
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2000, 17 (2-3) : 159 - 182
  • [24] Merit functions for variational inequality and complementarity problems
    Fukushima, M
    NONLINEAR OPTIMIZATION AND APPLICATIONS, 1996, : 155 - 170
  • [25] ERROR BOUNDS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS
    Miao, Xin-He
    Chen, Jein-Shan
    NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2013, 3 (04): : 627 - 641
  • [26] On merit functions for p-order cone complementarity problem
    Xin-He Miao
    Yu-Lin Chang
    Jein-Shan Chen
    Computational Optimization and Applications, 2017, 67 : 155 - 173
  • [27] On merit functions for p-order cone complementarity problem
    Miao, Xin-He
    Chang, Yu-Lin
    Chen, Jein-Shan
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2017, 67 (01) : 155 - 173
  • [28] A New Generalized FB Complementarity Function for Symmetric Cone Complementarity Problems
    ZHANG YUN-SHENG
    GAO LEI-FU
    CommunicationsinMathematicalResearch, 2016, 32 (01) : 39 - 46
  • [29] A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem
    Chi, Xiaoni
    Wan, Zhongping
    Hao, Zijun
    JOURNAL OF APPLIED MATHEMATICS, 2013,
  • [30] Merit functions for semi-definite complementarity problems
    Tseng, P
    MATHEMATICAL PROGRAMMING, 1998, 83 (02) : 159 - 185