Growth Behavior of Two Classes of Merit Functions for Symmetric Cone Complementarity Problems

被引:7
|
作者
Pan, S. H. [2 ]
Chen, J. -S. [1 ]
机构
[1] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
[2] S China Univ Technol, Sch Math Sci, Guangzhou 510640, Guangdong, Peoples R China
关键词
Symmetric cone complementarity problem; Jordan algebra; EP merit functions; Implicit Lagrangian function; Coerciveness; EUCLIDEAN JORDAN ALGEBRAS; NONLINEAR COMPLEMENTARITY; P-PROPERTIES; TRANSFORMATIONS; INEQUALITIES; MINIMIZATION;
D O I
10.1007/s10957-008-9495-y
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 the solution methods of the symmetric cone complementarity problem (SCCP), the squared norm of a complementarity function serves naturally as a merit function for the problem itself or the equivalent system of equations reformulation. In this paper, we study the growth behavior of two classes of such merit functions, which are induced by the smooth EP complementarity functions and the smooth implicit Lagrangian complementarity function, respectively. We show that, for the linear symmetric cone complementarity problem (SCLCP), both the EP merit functions and the implicit Lagrangian merit function are coercive if the underlying linear transformation has the P-property; for the general SCCP, the EP merit functions are coercive only if the underlying mapping has the uniform Jordan P-property, whereas the coerciveness of the implicit Lagrangian merit function requires an additional condition for the mapping, for example, the Lipschitz continuity or the assumption as in (45).
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页码:167 / 191
页数:25
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