运筹学

对称锥互补问题的一类惩罚FB函数

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  • 1. 辽宁工程技术大学优化与决策研究所, 辽宁阜新 123000

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

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  • 1. Institute of Optimization and Decision, Liaoning Technical University, Fuxin 123000, Liaoning,  China

Received date: 2016-11-14

  Online published: 2018-09-15

摘要

利用欧几里德若当代数技术,在单调的条件下,用内积的方法证明了对称锥互补问题的一类FB互补函数相应的势函数的水平集有界性. 该方法在理论和应用上相较于以往用迹不等式证明势函数水平集有界性更具普适性和推广价值. 在设计算法求解势函数的无约束极小化问题时,水平集有界性是保证下降算法收敛的重要条件,因此,对算法的设计具有理论意义.

本文引用格式

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

Abstract

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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