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On merit functions for p-order cone complementarity problem

Xin-He Miao Yu-Lin Chang Jein-Shan Chen

Optimization and Control mathscidoc:1910.43949

Computational Optimization and Applications, 67, (1), 155-173, 2017.5
Merit function approach is a popular method to deal with complementarity problems, in which the complementarity problem is recast as an unconstrained minimization via merit function or complementarity function. In this paper, for the complementarity problem associated with <i>p</i>-order cone, which is a type of nonsymmetric cone complementarity problem, we show the readers how to construct merit functions for solving <i>p</i>-order cone complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also assert that these merit functions provide an error bound for the <i>p</i>-order cone complementarity problem. These results build up a theoretical basis for the merit method for solving <i>p</i>-order cone complementarity problem.
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@inproceedings{xin-he2017on,
  title={On merit functions for p-order cone complementarity problem},
  author={Xin-He Miao, Yu-Lin Chang, and Jein-Shan Chen},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191020225841631455478},
  booktitle={Computational Optimization and Applications},
  volume={67},
  number={1},
  pages={155-173},
  year={2017},
}
Xin-He Miao, Yu-Lin Chang, and Jein-Shan Chen. On merit functions for p-order cone complementarity problem. 2017. Vol. 67. In Computational Optimization and Applications. pp.155-173. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191020225841631455478.
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