In this paper, we investigate the issue of error bounds for symmetric cone complementarity problems (SCCPs). In particular, we show that the distance between an arbitrary point in Euclidean Jordan algebra and the solution set of the symmetric cone complementarity problem can be bounded above by some merit functions such as Fischer-Burmeister merit function, the natural residual function and the implicit Lagrangian function. The so-called R 0 -type conditions, which are new and weaker than existing ones in the literature, are assumed to guarantee that such merit functions can provide local and global error bounds for SCCPs. Moreover, when SCCPs reduce to linear cases, we demonstrate such merit functions cannot serve as global error bounds under general monotone condition, which implicitly indicates that the proposed R 0 -type conditions cannot be replaced by P -type conditions which include monotone condition as special cases.
It is well known that the second-order cone and the circular cone have many analogous properties. In particular, there exists an important distance inequality associated with the second-order cone and the circular cone. The inequality indicates that the distances of arbitrary points to the second-order cone and the circular cone are equivalent, which is crucial in analyzing the tangent cone and normal cone for the circular cone. In this paper, we provide an alternative approach to achieve the aforementioned inequality. Although the proof is a bit longer than the existing one, the new approach offers a way to clarify when the equality holds. Such a clarification is helpful for further study of the relationship between the second-order cone programming problems and the circular cone programming problems.
In this paper, we consider a type of cone-constrained convex program in finite-dimensional space, and are interested in characterization of the solution set of this convex program with the help of the Lagrange multiplier. We establish necessary conditions for a feasible point being an optimal solution. Moreover, some necessary conditions and sufficient conditions are established which simplifies the corresponding results in Jeyakumar et al. (J Optim Theory Appl 123(1), 2004). In particular, when the cone reduces to three specific cones, that is, the p-order cone, L p cone and circular cone, we show that the obtained results can be achieved by easier ways by exploiting the special structure of those three cones.
This paper investigates the Lipschitz continuity of the solution mapping of symmetric cone (linear or nonlinear) complementarity problems (SCLCP or SCCP, resp.) over Euclidean Jordan algebras. We show that if the transformation has uniform CartesianP-property, then the solution mapping of the SCCP is Lipschitz continuous. Moreover, we establish that the monotonicity of mapping and the Lipschitz continuity of solutions of the SCLCP imply ultraP-property, which is a concept recently developed for linear transformations on Euclidean Jordan algebra. For a Lyapunov transformation, we prove that the strong monotonicity property, the ultraP-property, the CartesianP-property, and the Lipschitz continuity of the solutions are all equivalent to each other.
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