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

Table 1

Numerical results for SOCCPs with (𝜏₁,𝜏₂)=(0.1,0.1).

𝑛	NF	CPU (s)	Gap
50	155.1	0.063	1.44929𝑒−6
100	162.0	0.078	8.38541𝑒−6
150	166.0	0.171	6.41033𝑒−5
200	168.1	0.297	5.46509𝑒−6
250	170.3	0.563	5.80518𝑒−6
300	172.2	0.953	4.95267𝑒−6
350	174.2	1.453	4.18082𝑒−6
400	175.0	2.094	3.67026𝑒−6
450	176.0	2.875	3.32159𝑒−4
500	177.0	3.766	3.48330𝑒−7
550	178.0	4.984	3.25888𝑒−6
600	178.2	6.234	3.57938𝑒−5
650	179.1	7.938	3.16528𝑒−5
700	180.3	9.687	2.82810𝑒−6
750	181.6	11.594	2.54843𝑒−6
800	181.0	14.297	3.17068𝑒−6
850	182.7	16.625	2.18459𝑒−6
900	182.6	19.703	2.59598𝑒−5
950	183.0	22.922	2.35290𝑒−7
1000	183.2	26.438	2.41060𝑒−6