Error bounds for symmetric cone complementarity problems

Xin He Miao, Jein Shan Chen

研究成果: 雜誌貢獻期刊論文同行評審

2 引文 斯高帕斯(Scopus)

摘要

In this paper, we investigate the issue of error bounds for symmetric cone complementarity problems (SCCPs). In particular, we show that the distance between an arbitrary point in Euclidean Jordan algebra and the solution set of the symmetric cone complementarity problem can be bounded above by some merit functions such as Fischer-Burmeister merit function, the natural residual function and the implicit Lagrangian function. The so-called R0-type conditions, which are new and weaker than existing ones in the literature, are assumed to guarantee that such merit functions can provide local and global error bounds for SCCPs. Moreover, when SCCPs reduce to linear cases, we demonstrate such merit functions cannot serve as global error bounds under general monotone condition, which implicitly indicates that the proposed R0-type conditions cannot be replaced by P-type conditions which include monotone condition as special cases.

原文英語
頁(從 - 到)627-641
頁數15
期刊Numerical Algebra, Control and Optimization
3
發行號4
DOIs
出版狀態已發佈 - 2013 十月

ASJC Scopus subject areas

  • 代數與數理論
  • 控制和優化
  • 應用數學

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