학술논문

A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem
Document Type
article
Source
Journal of Applied Mathematics, Vol 2013 (2013)
Subject
Mathematics
QA1-939
Language
English
ISSN
1110-757X
1687-0042
Abstract
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.