A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem | Zendy

Xiaoni Chi | Zendy; Zhongping Wan | Zendy; Zijun Hao | Zendy

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A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem

Author(s) -

Xiaoni Chi,

Zhongping Wan,

Zijun Hao

Publication year - 2013

Publication title -

journal of applied mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.307

H-Index - 43

eISSN - 1687-0042

pISSN - 1110-757X

DOI - 10.1155/2013/571927

Subject(s) - figure of merit , complementarity (molecular biology) , algorithm , parametric statistics , computer science , parametric equation , mathematics , bounded function , statistics , mathematical analysis , geometry , genetics , computer vision , biology

We propose a two-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) based on the one-parametric class of complementarity functions. By the new class of merit functions, the SOCCP can be reformulated as an unconstrained minimization problem. The new class of merit functions is shown to possess some favorable properties. In particular, it provides a global error bound if F and G have the joint uniform Cartesian P-property. And it has bounded level sets under a weaker condition than the most available conditions. Some preliminary numerical results for solving the SOCCPs show the effectiveness of the merit function method via the new class of merit functions

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