TY - JOUR
T1 - On the generalized Fischer-Burmeister merit function for the second-order cone complementarity problem
AU - Pan, Shaohua
AU - Kum, Sangho
AU - Lim, Yongdo
AU - Chen, Jein Shan
PY - 2014/5
Y1 - 2014/5
N2 - 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.
AB - 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.
KW - Complementarity problem
KW - Generalized FB merit function
KW - Second-order cones
UR - http://www.scopus.com/inward/record.url?scp=84894704672&partnerID=8YFLogxK
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U2 - 10.1090/S0025-5718-2013-02742-1
DO - 10.1090/S0025-5718-2013-02742-1
M3 - Article
AN - SCOPUS:84894704672
SN - 0025-5718
VL - 83
SP - 1143
EP - 1171
JO - Mathematics of Computation
JF - Mathematics of Computation
IS - 287
ER -