A new merit function and a descent method for semide nite complementarity problems 1

@inproceedings{Yamashita1997ANM,
  title={A new merit function and a descent method for semide nite complementarity problems 1},
  author={Nobuo Yamashita and Masao Fukushima},
  year={1997}
}
Recently, Tseng extended several merit functions for the nonlinear complementarity problem to the semide nite complementarity problem (SDCP) and investigated various properties of those functions. In this paper, we propose a new merit function for the SDCP based on the squared Fischer-Burmeister function and show that it has some favorable properties. Particularly, we give conditions under which the function provides a global error bound for the SDCP and conditions under which it has bounded… CONTINUE READING

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