EXTENSION OF SMOOTHING FUNCTIONS TO SYMMETRIC CONE COMPLEMENTARITY PROBLEMS

被引:0
|
作者
Liu Yongjin Zhang Liwei Liu Meijiao Department of Mathematics
机构
关键词
symmetric cone complementarity problem; smoothing function; Euclidean Jordan algebra; noninterior continuation method;
D O I
暂无
中图分类号
O153 [抽象代数(近世代数)];
学科分类号
070104 ;
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 parameterμand continuously differentiable on J×J for anyμ> 0.
引用
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页码:245 / 252
页数:8
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