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Fischer-Burmeister Complementarity Function on Euclidean Jordan Algebras

Lingchen Kong(konglchen***at***126.com)
Levent Tun¸cel(ltuncel***at***math.uwaterloo.ca)
Naihua Xiu(nhxiu***at***center.njtu.edu.cn)

Abstract: 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.

Keywords: Fischer-Burmeister function, Euclidean Jordan algebra, Lipschitz continuity.

Category 1: Complementarity and Variational Inequalities

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

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Entry Submitted: 12/15/2007
Entry Accepted: 12/17/2007
Entry Last Modified: 12/15/2007

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