Penalized complementarity functions on symmetric cones

DOI10.1007/S10898-009-9450-YMaRDI QIDQ2268941zbMATH OpenOpenAlexFDO

Authors Sangho Kum, Yongdo Lim

Publication date 15 March 2010

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-009-9450-y

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Level-boundedness of a penalized NR function for symmetric cone complementarity problems
• A penalized FB function for symmetric cone complementarity problems
• Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem
• A new class of complementarity functions and the boundedness of their merit functions for symmetric cone complementarity problems
• The penalized Fischer-Burmeister SOC complementarity function

Cites work

• A penalized Fischer-Burmeister NCP-function
• A triangle inequality in Hilbert modules over matrix algebras
• Applications of geometric means on symmetric cones
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Convex and concave functions of singular values of matrix sums
• Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras
• Euclidean Jordan algebras and interior-point algorithms
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Function spaces and reproducing kernels on bounded symmetric domains
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
• Positivitätsbereiche und Jordan-Strukturen
• Semismooth Matrix-Valued Functions
• Simultaneous diagonalization on simple Euclidean Jordan algebras and its applications
• Some P-properties for linear transformations on Euclidean Jordan algebras

Cited in

(14)

• Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem
• A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects
• A new generalized FB complementarity function for symmetric cone
• Level-boundedness of a penalized NR function for symmetric cone complementarity problems
• Incremental gradient method for Karcher mean on symmetric cones
• A penalized FB function for symmetric cone complementarity problems
• A new class of complementarity functions and the boundedness of their merit functions for symmetric cone complementarity problems
• A new class of complementarity functions for symmetric cone complementarity problems
• The penalized Fischer-Burmeister SOC complementarity function
• scientific article; zbMATH DE number 7708779 (Why is no real title available?)
• Penalized generalized Fischer-Burmeister function for SOCCP
• Improved smoothing Newton methods for symmetric cone complementarity problems
• The same growth of FB and NR symmetric cone complementarity functions

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