Year: 2016
Author: Yunsheng Zhang, Leifu Gao
Communications in Mathematical Research , Vol. 32 (2016), Iss. 1 : pp. 39–46
Abstract
We establish that the generalized Fischer-Burmeister (FB) function and penalized Generalized Fischer-Burmeister (FB) function defined on symmetric cones are complementarity functions (C-functions), in terms of Euclidean Jordan algebras, and the Generalized Fischer-Burmeister complementarity function for the symmetric cone complementarity problem (SCCP). It provides an affirmative answer to the open question by Kum and Lim (Kum S H, Lim Y. Penalized complementarity functions on symmetric cones. $J$. $Glob$. $Optim$.. 2010, 46: 475–485) for any positive integer.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.13447/j.1674-5647.2016.01.02
Communications in Mathematical Research , Vol. 32 (2016), Iss. 1 : pp. 39–46
Published online: 2016-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: complementarity problem complementarity function symmetric cone generalized Fischer-Burmeister function.