A New Class of Complementarity Function and the Boundedness of Its Merit Function for Symmetric Cone Complementarity Problem

ZHANG Yun-sheng

doi:10.13371/j.cnki.chin.q.j.m.2014.03.006

Chinese Quarterly Journal of Mathematics >

2014 , Vol. 29 >Issue 3: 363 - 372

DOI: https://doi.org/10.13371/j.cnki.chin.q.j.m.2014.03.006

A New Class of Complementarity Function and the Boundedness of Its Merit Function for Symmetric Cone Complementarity Problem

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School of Transportation, Southeast University

ZHANG Yun-sheng(1982-), male, native of Enshi, Hubei, a PhD student of Southeast University, engages in optimization application and transportation engineering.

Received date: 2012-08-28

Online published: 2020-11-30

Supported by

Support by the NNSF of China(40804015,61101163)；

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Abstract

In this paper, we introduce a new class of two-parametric penalized function,which includes the penalized minimum function and the penalized Fischer-Burmeister function over symmetric cone complementarity problems. We propose that this class of function is a class of complementarity functions（C-function）. Moreover, its merit function has bounded level set under a weak condition.

Key words： complementarity problem; symmetric cone; C-functions; R01 function; boundedness; Euclidean Jordan algebra

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ZHANG Yun-sheng . A New Class of Complementarity Function and the Boundedness of Its Merit Function for Symmetric Cone Complementarity Problem[J]. Chinese Quarterly Journal of Mathematics, 2014 , 29(3) : 363 -372 . DOI: 10.13371/j.cnki.chin.q.j.m.2014.03.006

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