A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem
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...
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2013-01-01
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2013/571927 |
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author | Xiaoni Chi Zhongping Wan Zijun Hao |
author_facet | Xiaoni Chi Zhongping Wan Zijun Hao |
author_sort | Xiaoni Chi |
collection | DOAJ |
description | 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. |
format | Article |
id | doaj-art-57c081f0e8d4403681ea029ff8062242 |
institution | Kabale University |
issn | 1110-757X 1687-0042 |
language | English |
publishDate | 2013-01-01 |
publisher | Wiley |
record_format | Article |
series | Journal of Applied Mathematics |
spelling | doaj-art-57c081f0e8d4403681ea029ff80622422025-02-03T01:21:39ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/571927571927A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity ProblemXiaoni Chi0Zhongping Wan1Zijun Hao2School of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaWe 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.http://dx.doi.org/10.1155/2013/571927 |
spellingShingle | Xiaoni Chi Zhongping Wan Zijun Hao A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem Journal of Applied Mathematics |
title | A Two-Parametric Class of Merit Functions for the Second-Order
Cone Complementarity Problem |
title_full | A Two-Parametric Class of Merit Functions for the Second-Order
Cone Complementarity Problem |
title_fullStr | A Two-Parametric Class of Merit Functions for the Second-Order
Cone Complementarity Problem |
title_full_unstemmed | A Two-Parametric Class of Merit Functions for the Second-Order
Cone Complementarity Problem |
title_short | A Two-Parametric Class of Merit Functions for the Second-Order
Cone Complementarity Problem |
title_sort | two parametric class of merit functions for the second order cone complementarity problem |
url | http://dx.doi.org/10.1155/2013/571927 |
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