Copyright © 2013 Xiaoni Chi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We propose a two-parametric class of merit
functions for the second-order cone complementarity problem (SOCCP)
based on the one-parametric class of complementarity functions. By
the new class of merit functions, the SOCCP can be reformulated as
an unconstrained minimization problem. The new class of merit
functions is shown to possess some favorable properties. In
particular, it provides a global error bound if and have the
joint uniform Cartesian -property. And it has bounded level sets
under a weaker condition than the most available conditions. Some
preliminary numerical results for solving the SOCCPs show the
effectiveness of the merit function method via the new class of
merit functions.