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 language | English |
|---|---|
| Pages (from-to) | 495-522 |
| Number of pages | 28 |
| Journal | Computational Optimization and Applications |
| Volume | 63 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 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