Operations Research Transactions
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GAO Leifu1,* ZHANG Yahong1
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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.
Key words: symmetric cone complementarity problem, Fischer-Burmeister complementarity function, Euclidean Jordan algebras, level-boundedness
GAO Leifu, ZHANG Yahong. A penalized FB function for symmetric cone complementarity problems[J]. Operations Research Transactions, doi: 10.15960/j.cnki.issn.1007-6093.2018.03.013.
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URL: https://www.ort.shu.edu.cn/EN/10.15960/j.cnki.issn.1007-6093.2018.03.013
https://www.ort.shu.edu.cn/EN/Y2018/V22/I3/125