运筹学学报 >
2018 , Vol. 22 >Issue 3: 125 - 131
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2018.03.013
对称锥互补问题的一类惩罚FB函数
收稿日期: 2016-11-14
网络出版日期: 2018-09-15
基金资助
教育部高校博士学科科研基金联合资助(No. 20132121110009), 辽宁省教育厅辽宁省高等学校基本科研项目(No. LJ2017QL031), 辽宁省博士启动基金(20170520075)
A penalized FB function for symmetric cone complementarity problems
Received date: 2016-11-14
Online published: 2018-09-15
高雷阜, 张亚红 . 对称锥互补问题的一类惩罚FB函数[J]. 运筹学学报, 2018 , 22(3) : 125 -131 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.03.013
With Euclidean Jordan algebras, we proved the level-boundedness of the merit function related to a penalized Fischer-Burmeister function for symmetric cone complementarity problems with monotonicity in a method of inner product.The method has more universality and promotion value both on theories and applications compared with previous trace inequality method to prove level-boundedness of the merit function. Level-boundedness plays an important part on a guarantee of decline algorithm convergence when we design algorithm to solve unconstrained minimization problem. Therefore, it has theoretical significance on the design of algorithm.
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