A new class of merit functions for the semidefinite complementarity problem

  • Rosely M. B. Goes
  • Paulo Roberto Oliveira
    • Categories Complementarity and Variational Inequalities, Semi-definite Programming Tags , , Short URL: https://optimization-online.org/?p=9204

    Recently,Tseng extended a class of merit functions for the nonlinear complementarity problem to semidefinite complementarity problem (SDCP), showing some properties under suitable assumptions. Yamashita and Fukushima also presented other properties. In this paper, we propose a new class of merit functions for the SDCP, and prove some of those properties, under weaker hypothesis. Particularly, we obtained conditions under which those merit functions provide a global error bound for SDCP, and conditions that guarantee bounded level sets.

    Citation

    ES-569, Programa de Engenharia de sistemas e Computação/COPPE/Federal University of Rio de Janeiro, January/2002

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