MERIT FUNCTIONS FOR SEMIDEFINITE COMPLEMENTARITY-PROBLEMS

Merit functions such as the gap function, the regularized gap function , the implicit Lagrangian, and the norm squared of the Fischer-Burmeis ter function have played an important role in the solution of compleme ntarity problems defined over the cone of nonnegative real vectors. We study the extension of these merit functions to complementarity probl ems defined over the cone of block-diagonal symmetric positive semi-de finite real matrices. The extension suggests new solution methods for the latter problems. (C) 1998 The Mathematical Programming Society, In c. Published by Elsevier Science B.V.