SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS

DOI10.1142/S0217595906000991zbMath1202.90252MaRDI QIDQ3421861

Yong-Jin Liu, Yin-He Wang, Li-wei Zhang

Publication date: 8 February 2007

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

merit functionglobal error boundsymmetric cone complementarity problemsbounded level sets

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (21)

An inexact smoothing method for the monotone complementarity problem over symmetric cones ⋮ A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS ⋮ Properties of a Class of Nonlinear Transformations Over Euclidean Jordan Algebras with Applications to Complementarity Problems ⋮ On the coerciveness of some merit functions for complementarity problems over symmetric cones ⋮ A two-parametric class of merit functions for the second-order cone complementarity problem ⋮ A predictor-corrector smoothing Newton method for symmetric cone complementarity problems ⋮ Stationary point conditions for the FB merit function associated with symmetric cones ⋮ Monotonicity of Löwner operators and its applications to symmetric cone complementarity problems ⋮ On the Lorentz Cone Complementarity Problems in Infinite-Dimensional Real Hilbert Space ⋮ A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems ⋮ On the approximate augmented Lagrangian for nonlinear symmetric cone programming ⋮ A descent method for a reformulation of the second-order cone complementarity problem ⋮ The same growth of FB and NR symmetric cone complementarity functions ⋮ Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem ⋮ An inexact modified Newton method for VISCC and application in grasping force ⋮ A one-parametric class of merit functions for the symmetric cone complementarity problem ⋮ VECTOR-VALUED IMPLICIT LAGRANGIAN FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS ⋮ Growth behavior of two classes of merit functions for symmetric cone complementarity problems ⋮ Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem ⋮ Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search ⋮ Complementarity problems with respect to Loewnerian cones

Uses Software

• SCCP

Cites Work

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• Some P-properties for linear transformations on Euclidean Jordan algebras
• Monotone functions on formally real Jordan algebras
• Nonlinear complementarity as unconstrained and constrained minimization
• New NCP-functions and their properties
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Perturbation theory for linear operators.
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• Variational Analysis
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems.

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