Stationary point conditions for the FB merit function associated with symmetric cones

被引：7
|
作者：
Pan, Shaohua [2 ]
Chang, Yu-Lin [1 ]
Chen, Jein-Shan [1 ]
机构：
[1] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
[2] S China Univ Technol, Sch Math Sci, Guangzhou 510640, Peoples R China
来源：
OPERATIONS RESEARCH LETTERS | 2010年 / 38卷 / 05期
关键词：
Fischer-Burmeister merit function; Symmetric cones; Stationary points; NONLINEAR COMPLEMENTARITY-PROBLEMS; EUCLIDEAN JORDAN ALGEBRAS;
D O I：
10.1016/j.orl.2010.07.011
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
For the symmetric cone complementarity problem, we show that each stationary point of the unconstrained minimization reformulation based on the Fischer-Burmeister merit function is a solution to the problem, provided that the gradient operators of the mappings involved in the problem satisfy column monotonicity or have the Cartesian P(0)-property. These results answer the open question proposed in the article that appeared in Journal of Mathematical Analysis and Applications 355 (2009) 195-215. (C) 2010 Elsevier B.V. All rights reserved.
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页码：372 / 377
页数：6
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