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
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
收藏
页码:39 / 46
页数:8
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