Fischer-Burmeister Complementarity Function on Euclidean Jordan Algebras

  • Lingchen Kong
  • Levent Tunçel
  • Naihua Xiu
    • Categories Complementarity and Variational Inequalities Tags , , Short URL: https://optimization-online.org/?p=10300

    Recently, Gowda et al. [10] established the Fischer-Burmeister (FB) complementarity function (C-function) on Euclidean Jordan algebras. In this paper, we prove that FB C-function as well as the derivatives of the squared norm of FB C-function are Lipschitz continuous.

    Citation

    Research Report CORR 2007-17, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, November 2007

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