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Two classes of merit functions for the second-order cone complementarity problem

โœ Scribed by Jein-Shan Chen


Publisher
Springer
Year
2006
Tongue
English
Weight
235 KB
Volume
64
Category
Article
ISSN
0340-9422

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โœ Jein-Shan Chen; Shaohua Pan ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 196 KB

Analogous to the nonlinear complementarity problem and the semi-definite complementarity problem, a popular approach to solving the second-order cone complementarity problem (SOCCP) is to reformulate it as an unconstrained minimization of a certain merit function over R n . In this paper, we present