On the Lorentz cone complementarity problems in infinite-dimensional real Hilbert space

Xin He Miao, Jein Shan Chen

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

In this article, we consider the Lorentz cone complementarity problems in infinite-dimensional real Hilbert space. We establish several results that are standard and important when dealing with complementarity problems. These include proving the same growth of the Fishcher-Burmeister merit function and the natural residual merit function, investigating property of bounded level sets under mild conditions via different merit functions, and providing global error bounds through the proposed merit functions. Such results are helpful for further designing solution methods for the Lorentz cone complementarity problems in Hilbert space.

Original languageEnglish
Pages (from-to)507-523
Number of pages17
JournalNumerical Functional Analysis and Optimization
Volume32
Issue number5
DOIs
Publication statusPublished - 2011 May 1

Keywords

  • Error bound
  • FB-function
  • Lorentz cone
  • Merit function
  • NR-function
  • R -property

ASJC Scopus subject areas

  • Analysis
  • Signal Processing
  • Computer Science Applications
  • Control and Optimization

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