Stationary point conditions for the FB merit function associated with symmetric cones

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

For the symmetric cone complementarity problem, we show that each stationary point of the unconstrained minimization reformulation based on the FischerBurmeister merit function is a solution to the problem, provided that the gradient operators of the mappings involved in the problem satisfy column monotonicity or have the Cartesian P0-property. These results answer the open question proposed in the article that appeared in Journal of Mathematical Analysis and Applications 355 (2009) 195215.

Original languageEnglish
Pages (from-to)372-377
Number of pages6
JournalOperations Research Letters
Volume38
Issue number5
DOIs
Publication statusPublished - 2010 Sep 1

Fingerprint

Symmetric Cone
Merit Function
Stationary point
Cones
Unconstrained Minimization
Complementarity Problem
Reformulation
Mathematical Analysis
Cartesian
Monotonicity
Gradient
Operator
Mathematical analysis
Complementarity

Keywords

  • FischerBurmeister merit function
  • Stationary points
  • Symmetric cones

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Applied Mathematics
  • Industrial and Manufacturing Engineering
  • Software

Cite this

Stationary point conditions for the FB merit function associated with symmetric cones. / Pan, Shaohua; Chang, Yu-Lin; Chen, Jein-Shan.

In: Operations Research Letters, Vol. 38, No. 5, 01.09.2010, p. 372-377.

Research output: Contribution to journalArticle

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