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A New Class of Complementarity Function and the Boundedness of Its Merit Function for Symmetric Cone Complementarity Problem
Pages: 363-372
Year: Issue:  3
Journal: Chinese Quarterly Journal of Mathematics

Keyword:  complementarity problemsymmetric coneC-functionsR01 functionbound-ednessEuclidean Jordan algebra;
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 func-tion 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.
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