A one-parametric class of merit functions for the second-order cone complementarity problem

@article{Chen2010AOC,
  title={A one-parametric class of merit functions for the second-order cone complementarity problem},
  author={Jein-Shan Chen and Shaohua Pan},
  journal={Computational Optimization and Applications},
  year={2010},
  volume={45},
  pages={581-606}
}
We investigate a one-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) which is closely related to the popular Fischer–Burmeister (FB) merit function and natural residual merit function. In fact, it will reduce to the FB merit function if the involved parameter τ equals 2, whereas as τ tends to zero, its limit will become a multiple of the natural residual merit function. In this paper, we show that this class of merit functions enjoys several… CONTINUE READING

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