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对称锥互补问题的一类新函数 被引量:1

A New Class of Penalized Functions for Symmetric Cone Complementarity Problems
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摘要 建立了一类对称锥上含有2个参数的新的惩罚函数,该类函数包含惩罚NR函数和惩罚FB函数,证明了这类函数是对称锥上的互补函数,并在单调情形下证明了这类函数的势函数的水平有界性. In this paper,we introduce a new class of two-parametric penalized functions,which includes the penalized minimum function and the penalized Fischer-Burmeister function over symmetric cone complementarity problems.We prove that this class of functions is a class of complementarity functions(C-function).Moreover,its merit function has a bounded level set with monotonicity.
出处 《数学进展》 CSCD 北大核心 2014年第5期794-800,共7页 Advances in Mathematics(China)
基金 教育部高校博士学科点专项科研基金会资助项目(No.20102121110002)
关键词 对称锥互补问题 水平有界性 互补函数 势函数 symmetric cone complementarity problem level-boundedness complementarity function merit function
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参考文献8

  • 1孔令臣,修乃华,秦林霞.对称锥互补问题的一个惩罚NR函数(英文)[J].数学进展,2011,40(2):173-178. 被引量:4
  • 2修乃华,韩继业.对称锥互补问题[J].数学进展,2007,36(1):1-12. 被引量:7
  • 3Sangho Kum,Yongdo Lim.Penalized complementarity functions on symmetric cones[J].Journal of Global Optimization.2010(3)
  • 4S. H. Kum,Y. D. Lim.Coercivity and Strong Semismoothness of the Penalized Fischer-Burmeister Function for the Symmetric Cone Complementarity Problem[J].Journal of Optimization Theory and Applications.2009(2)
  • 5Deren Han.On the coerciveness of some merit functions for complementarity problems over symmetric cones[J].Journal of Mathematical Analysis and Applications.2007(1)
  • 6Yongdo Lim.Applications of geometric means on symmetric cones[J].Mathematische Annalen.2001(3)
  • 7Bintong Chen,Xiaojun Chen,Christian Kanzow.A penalized Fischer-Burmeister NCP-function[J].Mathematical Programming.2000(1)
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二级参考文献16

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