EXTENSION OF SMOOTHING FUNCTIONS TO SYMMETRIC CONE COMPLEMENTARITY PROBLEMS

• 作 者: Liu Yongjin Zhang Liwei Liu Meijiao
• 机 构: Department of Mathematics, Shantou University, Shantou 515063, China“,”Department of Applied Mathema
• 出 处: 黑龙江科技信息
• 发表日期: 2004年期
• 关键词: symmetric cone complementarity problem smoothing function Euclidean Jordan algeb

The paper uses Euclidean Jordan algebras as a basic tool to extend smoothing functions, which include the Chen-Mangasarian class and the Fischer-Burmeister smoothing functions, to symmetric cone complementarity problems. Computable formulas for these functions and their Jacobians are derived. In addition, it is shown that these functions are Lipschitz continuous with respect to parameter μ and continuously differentiable on J × J for anyμ＞ 0.