TY - JOUR T1 - A New Generalized FB Complementarity Function for Symmetric Cone Complementarity Problems AU - Zhang , Yunsheng AU - Gao , Leifu JO - Communications in Mathematical Research VL - 1 SP - 39 EP - 46 PY - 2021 DA - 2021/03 SN - 32 DO - http://doi.org/10.13447/j.1674-5647.2016.01.02 UR - https://global-sci.org/intro/article_detail/cmr/18661.html KW - complementarity problem, complementarity function, symmetric cone, generalized Fischer-Burmeister function. AB -
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.