A one-parametric class of merit functions for the symmetric cone complementarity problem (Q1018348)

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A one-parametric class of merit functions for the symmetric cone complementarity problem
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    A one-parametric class of merit functions for the symmetric cone complementarity problem (English)
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    19 May 2009
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    A one-parametric class of metric functions for the general symmetric cone complementarity problems (SCCP) is considered. It is shown that the class of metric functions is continuously everywhere and has a globally Lipschitz continuous gradient mapping. In particular, the authors obtained the smoothness of the Fischer-Burmeister merit function associated with symmetric cones and the Lipschitz continuity of its gradient. A regularized formulation for the class of merit functions for (SCCP) is also considered. By exploiting the Cartesian \(P\)-properties for a nonlinear transformation, it is shown that the class of regularized merit functions provides a global error bound for the solution of (SCCP). The authors claim that their results generalize or extend the recent results appeared in the literature.
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    symmetric cone complementarity problems
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    merit function
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    Jordan algebra
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    smoothness
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    Lipschtiz continuity
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    Cartesian \(P\)-properties
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