EXTENSION OF SMOOTHING FUNCTIONS TO SYMMETRIC CONE COMPLEMENTARITY PROBLEMS

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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 μ and continuously differentiable on J × J for anyμ> 0.
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