A popular approach to solving the complementarity problem is to reformulate it as an equivalent equation system via a complementarity function. In this paper, we propose a new class of functions, which contains the penalized natural residual function and the penalized Fischer–Burmeister function for symmetric cone complementarity problems. We show that this class of functions is indeed a class of complementarity functions. We finally prove that the merit function of this new class of complementarity functions is coercive.
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