Growth behavior of two classes of merit functions for symmetric cone complementarity problems

S. H. Pan, Jein-Shan Chen

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

In the solution methods of the symmetric cone complementarity problem (SCCP), the squared norm of a complementarity function serves naturally as a merit function for the problem itself or the equivalent system of equations reformulation. In this paper, we study the growth behavior of two classes of such merit functions, which are induced by the smooth EP complementarity functions and the smooth implicit Lagrangian complementarity function, respectively. We show that, for the linear symmetric cone complementarity problem (SCLCP), both the EP merit functions and the implicit Lagrangian merit function are coercive if the underlying linear transformation has the P-property; for the general SCCP, the EP merit functions are coercive only if the underlying mapping has the uniform Jordan P-property, whereas the coerciveness of the implicit Lagrangian merit function requires an additional condition for the mapping, for example, the Lipschitz continuity or the assumption as in (45).

Original languageEnglish
Pages (from-to)167-191
Number of pages25
JournalJournal of Optimization Theory and Applications
Volume141
Issue number1
DOIs
Publication statusPublished - 2009 Apr 1

Fingerprint

Symmetric Cone
Merit Function
Complementarity Problem
Cones
Complementarity
Coerciveness
Lipschitz Continuity
Linear transformation
Reformulation
System of equations
Class
Linear transformations
Norm

Keywords

  • Coerciveness
  • EP merit functions
  • Implicit Lagrangian function
  • Jordan algebra
  • Symmetric cone complementarity problem

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

Cite this

Growth behavior of two classes of merit functions for symmetric cone complementarity problems. / Pan, S. H.; Chen, Jein-Shan.

In: Journal of Optimization Theory and Applications, Vol. 141, No. 1, 01.04.2009, p. 167-191.

Research output: Contribution to journalArticle

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