A new class of complementarity functions for symmetric cone complementarity problems |
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| Authors: | Yuan Min Li Xing Tao Wang De Yun Wei |
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| Affiliation: | 1. Department of Mathematics, Harbin Institute of Technology, Harbin, 150001, People??s Republic of China
2. National Key Laboratory of Tunable Laser Technology, Harbin Institute of Technology, Harbin, 150001, People??s Republic of China
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| Abstract: | A popular approach to solving the complementarity problem is to reformulate it as an equivalent equation system via a complementarity function. In this paper, we propose a new class of functions, which contains the penalized natural residual function and the penalized Fischer–Burmeister function for symmetric cone complementarity problems. We show that this class of functions is indeed a class of complementarity functions. We finally prove that the merit function of this new class of complementarity functions is coercive. |
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