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A Class of Merit Function and Its Related Properties for Symmetric Cone Complementarity Problems

LIU Lixia1, LIU Sanyang1, HOU Zhaoyang2   

  1. 1. Department of Applied Mathematics, Xidian University, Xi’an 710071, China;2. College of Science, Chang’an University , Xi’an 710064, China
  • Received:2008-07-04 Revised:1900-01-01 Online:2009-05-26 Published:2009-06-23
  • Contact: LIU Lixia

Abstract: A class of merit functions for describing the nonlinear complementarity problems (NCP) was extended to that for describing the symmetric cone complementarity (SCCP) problems by the tool of Euclidean-Jordan algebras. And then it was shown that the SCCP is equivalent to an unconstrained smooth minimizationvia this new merit function and two examples of the class of merit function are given. Moreover, the conditions under which the new merit function provides a global error bound were studied with a weak condition given under which the new merit function has bounded level sets.

Key words: complementarity problems, symmetric cone, merit function, EuclideanJordan algebra

CLC Number: 

  • O221