A New Generalized FB Complementarity Function for Symmetric Cone Complementarity Problems

被引：0

作者：

ZHANG YUN-SHENG ^{[1
]}

GAO LEI-FU ^{[1
]}

机构：

[1] College of Science,Liaoning Technical University

来源：

CommunicationsinMathematicalResearch | 2016年 / 32卷 / 01期

关键词：

complementarity problem; complementarity function; symmetric cone; generalized Fischer-Burmeister function;

D O I：

10.13447/j.1674-5647.2016.01.02

中图分类号：

O221 [规划论（数学规划）];

学科分类号：

070105 ; 1201 ;

摘要：

We establish that the generalized Fischer-Burmeister(FB) function and penalized Generalized Fischer-Burmeister(FB) function defined on symmetric cones are complementarity functions(C-functions),in terms of Euclidean Jordan algebras,and the Generalized Fischer-Burmeister complementarity function for the symmetric cone complementarity problem(SCCP).It provides an affirmative answer to the open question by Kum and Lim(Kum S H,Lim Y.Penalized complementarity functions on symmetric cones.J.Glob.Optim..2010,46:475-485) for any positive integer.

引用

页码：39 / 46

页数：8

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