A New Class of Complementarity Function and the Boundedness of Its Merit Function for Symmetric Cone Complementarity Problem

摘要

In this paper, we introduce a new class of two-parametric penalized function,which includes the penalized minimum function and the penalized Fischer-Burmeister function 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.