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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Main Authors: Xiaoni Chi, Zhongping Wan, Zijun Hao
Format: Article
Language:English
Published: Wiley 2013-01-01
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.
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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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AT zijunhao atwoparametricclassofmeritfunctionsforthesecondorderconecomplementarityproblem
AT xiaonichi twoparametricclassofmeritfunctionsforthesecondorderconecomplementarityproblem
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