NEW SMOOTHING MERIT FUNCTION FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEM

摘要

This paper considers the symmetric cone complementarity problems (SCCP), which receive much attention in the recent literature. In this paper, we introduce a new symmetric cone complementarity function and a new associated merit function for SCCP. We show that the new functions have several interesting properties. We also present a sufficient condition under which a stationary point of the new merit function must be a solution of SCCP. Preliminary numerical experience indicates that the new merit function has good performance.