Penalized complementarity functions on symmetric cones

被引：0

作者：

Sangho Kum

Yongdo Lim

机构：

[1] Chungbuk National University,Department of Mathematics Education

[2] Kyungpook National University,Department of Mathematics

来源：

Journal of Global Optimization | 2010年 / 46卷

关键词：

Complementarity problem; Complementarity functions; Merit functions; Symmetric cones; Primary: 90C33;

D O I：

暂无

中图分类号：

学科分类号：

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：10

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