Strong semismoothness of fischer-burmeister complementarity function associated with symmetric cones

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Abstract

We provide an affirmative answer to an question that the Fischer-Burmeister complementarity function associated with symmetric cones, named the FB SC complementarity function, is globally Lipschitz continuous and strongly semismooth everywhere for ℍn and ℚn. This is achieved with the help of em-bedding ℍn and ℚn into certain s{double-struck}m.

Original languageEnglish
Pages (from-to)799-806
Number of pages8
JournalJournal of Nonlinear and Convex Analysis
Volume13
Issue number4
Publication statusPublished - 2012 Oct 1

Keywords

  • Fischer-Burmeister function
  • Strong semismoothness
  • Symmetric cones

ASJC Scopus subject areas

  • Analysis
  • Geometry and Topology
  • Control and Optimization
  • Applied Mathematics

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