A merit function method for infinite-dimensional SOCCPs

Yungyen Chiang*, Shaohua Pan, Jein Shan Chen

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

6 引文 斯高帕斯(Scopus)

摘要

We introduce the Jordan product associated with the second-order cone K into the real Hilbert space H, and then define a one-parametric class of complementarity functions φt on H×H with the parameter t∈[0,2). We show that the squared norm of φt with tφ(0,2) is a continuously F(réchet)-differentiable merit function. By this, the second-order cone complementarity problem (SOCCP) in H can be converted into an unconstrained smooth minimization problem involving this class of merit functions, and furthermore, under the monotonicity assumption, every stationary point of this minimization problem is shown to be a solution of the SOCCP.

原文英語
頁(從 - 到)159-178
頁數20
期刊Journal of Mathematical Analysis and Applications
383
發行號1
DOIs
出版狀態已發佈 - 2011 11月 1

ASJC Scopus subject areas

  • 分析
  • 應用數學

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