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.

引用

页码：372 / 377

页数：6

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