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A two-parametric class of merit functions for the second-order cone complementarity problem

机译:二阶锥互补问题的两参数优函数

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摘要

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 F and G have the joint uniform Cartesian P-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.
机译:针对一阶互补函数的二参数锥互补问题(SOCCP),我们提出了一个两参数类的优点函数。通过新的优点函数类,可以将SOCCP重新构造为无约束的最小化问题。新的优点函数类别显示出具有一些有利的性质。特别是,如果F和G具有联合一致的笛卡尔P属性,则它提供了一个全局误差范围。而且它在比大多数可用条件弱的条件下限制了水平集。一些用于解决SOCCP的初步数值结果通过新的优点函数类证明了优点函数方法的有效性。

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