A Two-Parametric Class of Merit Functions for the Second-Order Cone Complementarity Problem

Abstract

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.