Constructions of complementarity functions and merit functions for circular cone complementarity problem

Xin He Miao, Shengjuan Guo, Nuo Qi, Jein Shan Chen

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

In this paper, we consider complementarity problem associated with circular cone, which is a type of nonsymmetric cone complementarity problem. The main purpose of this paper is to show the readers how to construct complementarity functions for such nonsymmetric cone complementarity problem, and propose a few merit functions for solving such a complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also show that these merit functions provide an error bound for the circular cone complementarity problem. These results ensure that the sequence generated by descent methods has at least one accumulation point, and build up a theoretical basis for designing the merit function method for solving circular cone complementarity problem.

Original languageEnglish
Pages (from-to)495-522
Number of pages28
JournalComputational Optimization and Applications
Volume63
Issue number2
DOIs
Publication statusPublished - 2016 Mar 1

Keywords

  • Circular cone complementarity problem
  • Complementarity function
  • Merit function
  • Strong coerciveness
  • The level sets

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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