Extension of smoothing functions to symmetric cone complementarity problems

被引：15

作者：

Liu Y. ^{[1
]}

Zhang L. ^{[2
]}

Liu M. ^{[3
]}

机构：

[1] Department of Mathematics, Shantou University

[2] Department of Applied Mathematics, Dalian University of Technology

[3] Department of Mathematics and Physics, Dalian Jiaotong University

来源：

Applied Mathematics-A Journal of Chinese Universities | 2007年 / 22卷 / 2期

基金：

中国国家自然科学基金;

关键词：

Euclidean Jordan algebra; Non-interior continuation method; Smoothing function; Symmetric cone complementarity problem;

D O I：

10.1007/s11766-007-0214-5

中图分类号：

学科分类号：

摘要：

The paper uses Euclidean Jordan algebras as a basic tool to extend smoothing functions, which include the Chen-Mangasarian class and the Fischer-Burmeister smoothing functions, to symmetric cone complementarity problems. Computable formulas for these functions and their Jacobians are derived. In addition, it is shown that these functions are Lipschitz continuous with respect to parameter μ and continuously differentiable on J × J for any μ > 0. © Editorial Committee of Applied Mathematics 2007.

引用

页码：245 / 252

页数：7

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