On the generalized Fischer-Burmeister merit function for the second-order cone complementarity problem

Shaohua Pan, Sangho Kum, Yongdo Lim, Jein Shan Chen

研究成果: 雜誌貢獻文章

8 引文 斯高帕斯(Scopus)

摘要

It has been an open question whether the family of merit functions φp (p > 1), the generalized Fischer-Burmeister (FB) merit function, associated to the second-order cone is smooth or not. In this paper we answer it partly, and show that φp is smooth for p ∈ (1, 4), and we provide the condition for its coerciveness. Numerical results are reported to illustrate the influence of p on the performance of the merit function method based on φp.

原文英語
頁(從 - 到)1143-1171
頁數29
期刊Mathematics of Computation
83
發行號287
DOIs
出版狀態已發佈 - 2014 五月 1

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Computational Mathematics
  • Applied Mathematics

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