Title of article :
On the coerciveness of some merit functions for
complementarity problems over symmetric cones
Author/Authors :
Deren Han، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2007
Abstract :
One of the popular solution methods for the complementarity problem over symmetric cones is to reformulate
it as the global minimization of a certain merit function. An important question to be answered for
this class of methods is under what conditions the level sets of the merit function are bounded (the coerciveness
of the merit function). In this paper, we introduce the generalized weak-coerciveness of a continuous
transformation. Under this condition, we prove the coerciveness of some merit functions, such as the natural
residual function, the normal map, and the Fukushima–Yamashita function for complementarity problems
over symmetric cones. We note that this is a much milder condition than strong monotonicity, used in the
current literature.
© 2007 Elsevier Inc. All rights reserved
Keywords :
Coerciveness , Merit function , Complementarity problem , symmetric cone , Euclidean Jordan algebra
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications