Penalized complementarity functions on symmetric cones

被引：11

作者：

Kum, Sangho ^{[1
]}

Lim, Yongdo ^{[2
]}

机构：

[1] Chungbuk Natl Univ, Dept Math Educ, Cheongju 361763, South Korea

[2] Kyungpook Natl Univ, Dept Math, Taegu 702701, South Korea

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2010年 / 46卷 / 03期

关键词：

Complementarity problem; Complementarity functions; Merit functions; Symmetric cones; EUCLIDEAN JORDAN ALGEBRAS; INTERIOR-POINT ALGORITHMS; SPECTRAL FUNCTIONS;

D O I：

10.1007/s10898-009-9450-y

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：

We show that penalized functions of the Fischer-Burmeister and the natural residual functions defined on symmetric cones are complementarity functions. Boundedness of the solution set of a symmetric cone complementarity problem, based on the penalized natural residual function, is proved under monotonicity and strict feasibility. The proof relies on a trace inequality on Euclidean Jordan algebras.

引用

页码：475 / 485

页数：11

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