Constructions of complementarity functions and merit functions for circular cone complementarity problem

被引：14
|
作者：
Miao, Xin-He [1 ]
Guo, Shengjuan [1 ]
Qi, Nuo [1 ]
Chen, Jein-Shan [2 ]
机构：
[1] Tianjin Univ, Dept Math, Sch Sci, Tianjin 300072, Peoples R China
[2] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2016年 / 63卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Circular cone complementarity problem; Complementarity function; Merit function; The level sets; Strong coerciveness; SMOOTH;
D O I：
10.1007/s10589-015-9781-1
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we consider complementarity problem associated with circular cone, which is a type of nonsymmetric cone complementarity problem. The main purpose of this paper is to show the readers how to construct complementarity functions for such nonsymmetric cone complementarity problem, and propose a few merit functions for solving such a complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also show that these merit functions provide an error bound for the circular cone complementarity problem. These results ensure that the sequence generated by descent methods has at least one accumulation point, and build up a theoretical basis for designing the merit function method for solving circular cone complementarity problem.
引用
收藏
页码：495 / 522
页数：28
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