The same growth of FB and NR symmetric cone complementarity functions

Shujun Bi, Shaohua Pan, Jein-Shan Chen*

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

5 引文 斯高帕斯(Scopus)

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.

原文英語
頁(從 - 到)153-162
頁數10
期刊Optimization Letters
6
發行號1
DOIs
出版狀態已發佈 - 2012 一月

ASJC Scopus subject areas

  • 控制和優化

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