In this paper, we study several NCP-functions for the nonlinear complementarity problem (NCP) which are indeed based on the generalized Fischer–Burmeister function, ϕp(a, b) = ||(a, b)||p - (a + b). It is well known that the NCP can be reformulated as an equivalent unconstrained minimization...

In this paper, we extend a class of merit functions proposed by Kanzow et al. (1997) for linear/nonlinear complementarity problems to Symmetric Cone Complementarity Problems (SCCP). We show that these functions have several interesting properties, and establish a global error bound for the...

We provide new methods for inference in econometric models where the parameter of interest is a set. These models arise in many situations where point identification requires strong (and sometimes untestable) assumptions. Every parameter vector in the set of interest represents a feasible...