On merit functions for p-order cone complementarity problem

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Abstract

Merit function approach is a popular method to deal with complementarity problems, in which the complementarity problem is recast as an unconstrained minimization via merit function or complementarity function. In this paper, for the complementarity problem associated with p-order cone, which is a type of nonsymmetric cone complementarity problem, we show the readers how to construct merit functions for solving p-order cone complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also assert that these merit functions provide an error bound for the p-order cone complementarity problem. These results build up a theoretical basis for the merit method for solving p-order cone complementarity problem.

Original languageEnglish
Pages (from-to)155-173
Number of pages19
JournalComputational Optimization and Applications
Volume67
Issue number1
DOIs
Publication statusPublished - 2017 May 1

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Keywords

  • Error bound
  • Merit function
  • p-order cone complementarity problem

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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