TY - JOUR
T1 - Error bounds for symmetric cone complementarity problems
AU - Miao, Xin He
AU - Chen, Jein Shan
PY - 2013/10
Y1 - 2013/10
N2 - 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.
AB - 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.
KW - Error bounds
KW - Merit function
KW - R-type functions
KW - Symmetric cone complementarity problem
UR - http://www.scopus.com/inward/record.url?scp=84892574568&partnerID=8YFLogxK
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U2 - 10.3934/naco.2013.3.627
DO - 10.3934/naco.2013.3.627
M3 - Article
AN - SCOPUS:84892574568
SN - 2155-3289
VL - 3
SP - 627
EP - 641
JO - Numerical Algebra, Control and Optimization
JF - Numerical Algebra, Control and Optimization
IS - 4
ER -