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EXTENSION OF SMOOTHING FUNCTIONS TO SYMMETRIC CONE COMPLEMENTARITY PROBLEMS

ISSN号：1005-1031
期刊名称：《高校应用数学学报：英文版（B辑）》
时间：0
分类：O221.2[理学—运筹学与控制论;理学—数学]
作者机构：[1]Department of Mathematics, Shantou University, Shantou 515063, China, [2]Department of Applied Mathematics, Dalian University of Technology, Dalian 116023, China, [3]Department of Mathematics and Physics, Dalian Jiaotong University, Dalian 116028, China
相关基金：Supported by the Funds of Ministry of Education of China for PhD （20020141013） and the NNSF of China （10471015）.

作者： Liu Yongjin[1], Zhang Liwei[2], Liu Meijiao[3]

关键词：光滑函数, 扩张, 对称锥互补问题, 欧几里得约当代数, symmetric cone complementarity problem, smoothing function, Euclidean Jordan algebra, non-interior continuation method

中文摘要：

纸把欧几里德几何学的乔丹代数学用作一个基本工具扩大变光滑的功能，它包括弄平功能的 Chen-Mangasarian 班和 Fischer-Burmeister，到对称的锥补充问题。为这些功能和 theirJacobians 的可计算出来的公式被导出。另外，这些函数是关于参数μ并且连续地连续的 Lipschitz，这被显示出在为任何μ的 J x J 上可辨 > 0。

英文摘要：

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 # and continuously differentiable on J × J for any μ 〉 0.

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