Penalized generalized fischer-burmeister function for SOCCP

Sangho Kum; Yongdo Lim

doi:10.11650/twjm/1500406384

Penalized generalized fischer-burmeister function for SOCCP

Sangho Kum, Yongdo Lim

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

Recently, Pan et al. [11] developed the merit function method for SOCCP based on the generalized Fischer-Burmeister (FB) function. This note is along the same line. Indeed, we study a penalized version of the generalized FB function and provide a basic theoretical property that the level set of the merit function induced by the penalized version of the generalized FB function is bounded under suitable assumptions. The proof relies on trace inequalities.

Original language	English
Pages (from-to)	1859-1870
Number of pages	12
Journal	Taiwanese Journal of Mathematics
Volume	15
Issue number	4
DOIs	https://doi.org/10.11650/twjm/1500406384
State	Published - Aug 2011
Externally published	Yes

Keywords

Complementarity functions
Complementarity problem
Fischer-Burmeister function
Merit functions
Second-order cone
Symmetric cones

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10.11650/twjm/1500406384

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abstract = "Recently, Pan et al. [11] developed the merit function method for SOCCP based on the generalized Fischer-Burmeister (FB) function. This note is along the same line. Indeed, we study a penalized version of the generalized FB function and provide a basic theoretical property that the level set of the merit function induced by the penalized version of the generalized FB function is bounded under suitable assumptions. The proof relies on trace inequalities.",

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AB - Recently, Pan et al. [11] developed the merit function method for SOCCP based on the generalized Fischer-Burmeister (FB) function. This note is along the same line. Indeed, we study a penalized version of the generalized FB function and provide a basic theoretical property that the level set of the merit function induced by the penalized version of the generalized FB function is bounded under suitable assumptions. The proof relies on trace inequalities.

KW - Complementarity functions

KW - Complementarity problem

KW - Fischer-Burmeister function

KW - Merit functions

KW - Second-order cone

KW - Symmetric cones

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Penalized generalized fischer-burmeister function for SOCCP

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Keywords

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