We establish that the generalized Fischer-Burmeister（FB） function and penalized Generalized Fischer-Burmeister （FB） function defined on symmetric cones are complementarity functions （C-functions）, in terms of Eu...We establish that the generalized Fischer-Burmeister（FB） function and penalized Generalized Fischer-Burmeister （FB） function defined on symmetric cones are complementarity functions （C-functions）, in terms of Euclidean Jordan algebras, and the Generalized Fischer-Burmeister complementarity function for the symmetric cone complementarity problem （SCCP）. It provides an affirmative answer to the open question by Kum and Lim （Kum S H, Lim Y. Penalized complementarity functions on symmetric cones. J. Glob. Optim.. 2010, 46： 475-485） for any positive integer.展开更多
In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient proje...In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient projection method is given for solving the stochastic generalized linear complementarity problems. The global convergence of the conjugate gradient projection method is proved and the related numerical results are also reported.展开更多
基金The Specialized Research Fund(20132121110009)for the Doctoral Program of Higher Education
文摘We establish that the generalized Fischer-Burmeister（FB） function and penalized Generalized Fischer-Burmeister （FB） function defined on symmetric cones are complementarity functions （C-functions）, in terms of Euclidean Jordan algebras, and the Generalized Fischer-Burmeister complementarity function for the symmetric cone complementarity problem （SCCP）. It provides an affirmative answer to the open question by Kum and Lim （Kum S H, Lim Y. Penalized complementarity functions on symmetric cones. J. Glob. Optim.. 2010, 46： 475-485） for any positive integer.
文摘In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient projection method is given for solving the stochastic generalized linear complementarity problems. The global convergence of the conjugate gradient projection method is proved and the related numerical results are also reported.
