Fischer-Burmeister Complementarity Function on Euclidean Jordan Algebras
Abstract: Recently, Gowda et al.  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
Entry Submitted: 12/15/2007
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