165
20140614130853.0
00255610v83n2p159
eng
Tseng, Paul
Merit functions for semi-definite complementarity problems
Merit functions such as the gap function, the regularized gap function, the implicit Lagrangian, and the norm squared of the Fischer-Burmeister function have played an important role in the solution of complementarity problems defined over the cone of nonnegative real vectors. We study the extension of these merit functions to complementarity problems defined over the cone of block-diagonal symmetric positive semi-definite real matrices. The extension suggests new solution methods for the latter problems..
Anglès.
recerca
Semi-definite complementarity problems
Merit functions
Gap functions
Implicit Lagrangian
Fischer-Burmeister function
Article
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
vol. 83 n. 2 (1998) p. 159-185
Mathematical Programming
0025-5610
27
1138740
http://ddd.uab.cat/uab/matpro/00255610v83n2p159.pdf
159
185
10
2
83
00255610v83n2
1998
ARTPUB