A new class of complementarity functions for symmetric cone complementarity problems

被引：0
|
作者：
Yuan Min Li
Xing Tao Wang
De Yun Wei
机构：
[1] Harbin Institute of Technology,Department of Mathematics
[2] Harbin Institute of Technology,National Key Laboratory of Tunable Laser Technology
来源：
Optimization Letters | 2011年 / 5卷
关键词：
Symmetric cone; Complementarity problem; Complementarity functions; Euclidean Jordan algebra;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A popular approach to solving the complementarity problem is to reformulate it as an equivalent equation system via a complementarity function. In this paper, we propose a new class of functions, which contains the penalized natural residual function and the penalized Fischer–Burmeister function for symmetric cone complementarity problems. We show that this class of functions is indeed a class of complementarity functions. We finally prove that the merit function of this new class of complementarity functions is coercive.
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页码：247 / 257
页数：10
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