The same growth of FB and NR symmetric cone complementarity functions

被引:0
|
作者
Shujun Bi
Shaohua Pan
Jein-Shan Chen
机构
[1] South China University of Technology,Department of Mathematics
[2] National Taiwan Normal University,Department of Mathematics
来源
Optimization Letters | 2012年 / 6卷
关键词
Symmetric cone; FB and NR complementarity functions; Growth;
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摘要
We establish that the Fischer–Burmeister (FB) complementarity function and the natural residual (NR) complementarity function associated with the symmetric cone have the same growth, in terms of the classification of Euclidean Jordan algebras. This, on the one hand, provides an affirmative answer to the second open question proposed by Tseng (J Optim Theory Appl 89:17–37, 1996) for the matrix-valued FB and NR complementarity functions, and on the other hand, extends the third important inequality of Lemma 3.1 in the aforementioned paper to the setting of Euclidean Jordan algebras. It is worthwhile to point out that the proof is surprisingly simple.
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页码:153 / 162
页数:9
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