PENALIZED GENERALIZED FISCHER-BURMEISTER FUNCTION FOR SOCCP

Recently, Pan et al. [11] developed the merit function method for SOCCP based on the generalized Fischer-Burmeister (FB) function. This note is along the same line. Indeed, we study a penalized version of the generalized FB function and provide a basic theoretical property that the level set of the...

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Published inTaiwanese journal of mathematics Vol. 15; no. 4; pp. 1859 - 1870
Main Authors Kum, Sangho, Lim, Yongdo
Format Journal Article
LanguageEnglish
Published Mathematical Society of the Republic of China 01.08.2011
Subjects
Algebra
Inner products
Jordan matrices
Linear algebra
Mathematical complements
Mathematical functions
Mathematical theorems
Mathematics education
Real numbers
Symmetry
Online AccessGet full text
ISSN1027-5487
2224-6851
2224-6851
DOI10.11650/twjm/1500406384

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Abstract Recently, Pan et al. [11] developed the merit function method for SOCCP based on the generalized Fischer-Burmeister (FB) function. This note is along the same line. Indeed, we study a penalized version of the generalized FB function and provide a basic theoretical property that the level set of the merit function induced by the penalized version of the generalized FB function is bounded under suitable assumptions. The proof relies on trace inequalities. 2010Mathematics Subject Classification:Primary 90C25, 65K05. Key words and phrases: Complementarity problem, Complementarity functions, Merit functions, Symmetric cones, Second-order cone, Fischer-Burmeister function.
AbstractList Recently, Pan et al. [11] developed the merit function method for SOCCP based on the generalized Fischer-Burmeister (FB) function. This note is along the same line. Indeed, we study a penalized version of the generalized FB function and provide a basic theoretical property that the level set of the merit function induced by the penalized version of the generalized FB function is bounded under suitable assumptions. The proof relies on trace inequalities. 2010Mathematics Subject Classification:Primary 90C25, 65K05. Key words and phrases: Complementarity problem, Complementarity functions, Merit functions, Symmetric cones, Second-order cone, Fischer-Burmeister function.
Author Kum, Sangho
Lim, Yongdo
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Cites_doi 10.1007/s10107-005-0617-0
10.1016/j.laa.2006.11.025
10.1007/b97544
10.1016/j.laa.2004.03.028
10.1007/s10107-002-0339-5
10.1093/oso/9780198534778.001.0001
10.1007/s10589-009-9301-2
10.1007/s10898-009-9450-y
10.1007/PL00004442
10.1016/S0024-3795(98)10032-0
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SubjectTerms Algebra
Inner products
Jordan matrices
Linear algebra
Mathematical complements
Mathematical functions
Mathematical theorems
Mathematics education
Real numbers
Symmetry
Title PENALIZED GENERALIZED FISCHER-BURMEISTER FUNCTION FOR SOCCP
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