A two-parametric class of merit functions for the second-order cone complementarity problem (Q364429): Difference between revisions

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Property / author: Zhong-Ping Wan / rank
 
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Summary: We propose a two-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) based on the one-parametric class of complementarity functions. By the new class of merit functions, the SOCCP can be reformulated as an unconstrained minimization problem. The new class of merit functions is shown to possess some favorable properties. In particular, it provides a global error bound if \(F\) and \(G\) have the joint uniform Cartesian \(P\)-property. And it has bounded level sets under a weaker condition than the most available conditions. Some preliminary numerical results for solving the SOCCPs show the effectiveness of the merit function method via the new class of merit functions.
Property / review text: Summary: We propose a two-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) based on the one-parametric class of complementarity functions. By the new class of merit functions, the SOCCP can be reformulated as an unconstrained minimization problem. The new class of merit functions is shown to possess some favorable properties. In particular, it provides a global error bound if \(F\) and \(G\) have the joint uniform Cartesian \(P\)-property. And it has bounded level sets under a weaker condition than the most available conditions. Some preliminary numerical results for solving the SOCCPs show the effectiveness of the merit function method via the new class of merit functions. / rank
 
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Property / Mathematics Subject Classification ID: 90C33 / rank
 
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Property / zbMATH DE Number: 6206820 / rank
 
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unconstrained minimization problem
Property / zbMATH Keywords: unconstrained minimization problem / rank
 
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global error bound
Property / zbMATH Keywords: global error bound / rank
 
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Revision as of 11:19, 28 June 2023

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A two-parametric class of merit functions for the second-order cone complementarity problem
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    A two-parametric class of merit functions for the second-order cone complementarity problem (English)
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    9 September 2013
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    Summary: We propose a two-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) based on the one-parametric class of complementarity functions. By the new class of merit functions, the SOCCP can be reformulated as an unconstrained minimization problem. The new class of merit functions is shown to possess some favorable properties. In particular, it provides a global error bound if \(F\) and \(G\) have the joint uniform Cartesian \(P\)-property. And it has bounded level sets under a weaker condition than the most available conditions. Some preliminary numerical results for solving the SOCCPs show the effectiveness of the merit function method via the new class of merit functions.
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    unconstrained minimization problem
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    global error bound
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