Coercivity and Strong Semismoothness of the Penalized Fischer-Burmeister Function for the Symmetric Cone Complementarity Problem

For the nonlinear complementarity problem (NCP), Chen et al. (Math. Program., 88:211–216, 2000) proposed a penalized Fischer-Burmeister (FB) function that has most desirable properties among complementarity functions (C-functions). Motivated by their work, the authors showed (Kum and Lim in Penalized Complementarity Functions on Symmetric Cones, submitted, 2009) that this function naturally extends to a C-function for the symmetric cone complementarity problem (SCCP). In this note, we show that the main coercivity property of this function for NCP also extends to the SCCP. The proof uses a new trace inequality on Euclidean Jordan algebras. We also show that the penalized FB function is strongly semismooth in the case of a semidefinite cone and a second-order cone. This work was supported by the Korea Research Foundation Grant KRF-2008-314-C00039.     

More results on Schur complements in Euclidean Jordan algebras

In a recent article Gowda and Sznajder (Linear Algebra Appl 432:1553–1559, 2010) studied the concept of Schur complement in Euclidean Jordan algebras and described Schur determinantal and Haynsworth inertia formulas. In this article, we establish some more results on the Schur complement. Specifically, we prove, in the setting of Euclidean Jordan algebras, an analogue of the Crabtree-Haynsworth quotient formula and show that any Schur complement of a strictly diagonally dominant element is strictly diagonally dominant. We also introduce the concept of Schur product of a real symmetric matrix and an element of a Euclidean Jordan algebra when its Peirce decomposition with respect to a Jordan frame is given. An Oppenheim type inequality is proved in this setting.     

Penalized complementarity functions on symmetric cones

We show that penalized functions of the Fischer–Burmeister and the natural residual functions defined on symmetric cones are complementarity functions. Boundedness of the solution set of a symmetric cone complementarity problem, based on the penalized natural residual function, is proved under monotonicity and strict feasibility. The proof relies on a trace inequality on Euclidean Jordan algebras.     

Polynomial Convergence of Second-Order Mehrotra-Type Predictor-Corrector Algorithms over Symmetric Cones

This paper presents an extension of the variant of Mehrotra’s predictor–corrector algorithm which was proposed by Salahi and Mahdavi-Amiri (Appl. Math. Comput. 183:646–658, 2006) for linear programming to symmetric cones. This algorithm incorporates a safeguard in Mehrotra’s original predictor–corrector algorithm, which keeps the iterates in the prescribed neighborhood and allows us to get a reasonably large step size. In our algorithm, the safeguard strategy is not necessarily used when the affine scaling step behaves poorly, which is different from the algorithm of Salahi and Mahdavi-Amiri. We slightly modify the maximum step size in the affine scaling step and extend the algorithm to symmetric cones using the machinery of Euclidean Jordan algebras. Based on the Nesterov–Todd direction, we show that the iteration-complexity bound of the proposed algorithm is , where r is the rank of the associated Euclidean Jordan algebras and ε>0 is the required precision.     

The Hölder continuity of Löwner’s operator in Euclidean Jordan algebras

Löwner’s operator in Euclidean Jordan algebras, defined via the spectral decomposition of the elements of a scalar function, has been widely used in various optimization problems over Euclidean Jordan algebras. In this note, we shall show that Löwner’s operator in Euclidean Jordan algebras is Hölder continuous if and only if the underlying scalar function is Hölder continuous. Such a property will be useful in designing solution methods for symmetric cone programming and symmetric cone complementarity problem.     

Distributive Lattices with a Generalized Implication: Topological Duality

In this paper we introduce the notion of generalized implication for lattices, as a binary function ⇒ that maps every pair of elements of a lattice to an ideal. We prove that a bounded lattice A is distributive if and only if there exists a generalized implication ⇒ defined in A satisfying certain conditions, and we study the class of bounded distributive lattices A endowed with a generalized implication as a common abstraction of the notions of annihilator (Mandelker, Duke Math J 37:377–386, 1970), Quasi-modal algebras (Celani, Math Bohem 126:721–736, 2001), and weakly Heyting algebras (Celani and Jansana, Math Log Q 51:219–246, 2005). We introduce the suitable notions of morphisms in order to obtain a category, as well as the corresponding notion of congruence. We develop a Priestley style topological duality for the bounded distributive lattices with a generalized implication. This duality generalizes the duality given in Celani and Jansana (Math Log Q 51:219–246, 2005) for weakly Heyting algebras and the duality given in Celani (Math Bohem 126:721–736, 2001) for Quasi-modal algebras.     

Euclidean Jordan Algebras and Interior-point Algorithms

We provide an introduction to the theory of interior-point algorithms of optimization based on the theory of Euclidean Jordan algebras. A short-step path-following algorithm for the convex quadratic problem on the domain, obtained as the intersection of a symmetric cone with an affine subspace, is considered. Connections with the Linear monotone complementarity problem are discussed. Complexity estimates in terms of the rank of the corresponding Jordan algebra are obtained. Necessary results from the theory of Euclidean Jordan algebras are presented.     

A Damped Gauss-Newton Method for the Second-Order Cone Complementarity Problem

We investigate some properties related to the generalized Newton method for the Fischer-Burmeister (FB) function over second-order cones, which allows us to reformulate the second-order cone complementarity problem (SOCCP) as a semismooth system of equations. Specifically, we characterize the B-subdifferential of the FB function at a general point and study the condition for every element of the B-subdifferential at a solution being nonsingular. In addition, for the induced FB merit function, we establish its coerciveness and provide a weaker condition than Chen and Tseng (Math. Program. 104:293–327, 2005) for each stationary point to be a solution, under suitable Cartesian P-properties of the involved mapping. By this, a damped Gauss-Newton method is proposed, and the global and superlinear convergence results are obtained. Numerical results are reported for the second-order cone programs from the DIMACS library, which verify the good theoretical properties of the method. S. Pan’s work is partially supported by the Doctoral Starting-up Foundation (B13B6050640) of GuangDong Province. J.-S. Chen is member of Mathematics Division, National Center for Theoretical Sciences, Taipei Office. J.-S. Chen’s work is partially supported by National Science Council of Taiwan.     

The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem

The symmetric cone complementarity problem (denoted by SCCP) is a broad class of optimization problems, which contains the semidefinite complementarity problem, the second-order cone complementarity problem, and the nonlinear complementarity problem. In this paper we first extend the smoothing function proposed by Huang et al. (Sci. China 44:1107–1114, 2001) for the nonlinear complementarity problem to the context of symmetric cones and show that it is coercive under suitable assumptions. Based on this smoothing function, a smoothing-type algorithm, which is a modified version of the Qi-Sun-Zhou method (Qi et al. in Math. Program. 87:1–35, 2000), is proposed for solving the SCCP. By using the theory of Euclidean Jordan algebras, we prove that the proposed algorithm is globally and locally quadratically convergent under suitable assumptions. Preliminary numerical results for some second-order cone complementarity problems are reported which indicate that the proposed algorithm is effective.     

A new C-function for symmetric cone complementarity problems

Recently, there has been much interest in studying optimization problems over symmetric cones and second-order cone. This paper uses Euclidean Jordan algebras as a basic tool to introduce a new C-function to symmetric cone complementarity problems. Then we show that the function is coercive, strongly semismooth and its Jacobian is also strongly semismooth.     

A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones

In this paper, we introduce a one-parametric class of smoothing functions which contains the Fischer–Burmeister smoothing function and the CHKS smoothing function as special cases. Based on this class of smoothing functions, a smoothing Newton algorithm is extended to solve linear programming over symmetric cones. The global and local quadratic convergence results of the algorithm are established under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool in our analysis.     

A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems

In this paper, a new smoothing function is given by smoothing the symmetric perturbed Fischer-Burmeister function. Based on this function, a smoothing Newton algorithm is proposed for solving the monotone second-order cone complementarity problems. The global and local quadratic convergence results of the algorithm are established under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in our analysis. Numerical results indicate that the proposed algorithm is effective.     

Convergence of a non-interior continuation algorithm for the monotone SCCP

It is well known that the symmetric cone complementarity problem（SCCP） is a broad class of optimization problems which contains many optimization problems as special cases.Based on a general smoothing function,we propose in this paper a non-interior continuation algorithm for solving the monotone SCCP.The proposed algorithm solves at most one system of linear equations at each iteration.By using the theory of Euclidean Jordan algebras,we show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions.     

Equivalence of Two Nondegeneracy Conditions for Semidefinite Programs

Nondegeneracy assumptions are often needed in order to prove the local fast convergence of suitable algorithms as well as in the sensitivity analysis for semidefinite programs. One of the more standard nondegeneracy conditions is the geometric condition used by Alizadeh et al. (Math. Program. 77:111–128, 1997). On the other hand, Kanzow and Nagel (SIAM J. Optim. 15:654–672, 2005) recently introduced an algebraic condition that was used in order to prove, for the first time, the local quadratic convergence of a suitable algorithm for the solution of semidefinite programs without using the strict complementarity assumption. The aim of this paper is to show that these two nondegeneracy conditions are equivalent.     

A New Full Nesterov–Todd Step Primal–Dual Path-Following Interior-Point Algorithm for Symmetric Optimization

In this paper, we generalize a primal–dual path-following interior-point algorithm for linear optimization to symmetric optimization by using Euclidean Jordan algebras. The proposed algorithm is based on a new technique for finding the search directions and the strategy of the central path. At each iteration, we use only full Nesterov–Todd steps. Moreover, we derive the currently best known iteration bound for the small-update method. This unifies the analysis for linear, second-order cone, and semidefinite optimizations.     

Solution analysis for the pseudomonotone second-order cone linear complementarity problem

In this paper, we are concerned with the set of the solutions and the geometric property of the pseudomonotone second-order cone linear complementarity problems (SOCLCP). Based on Tao’s recent work [Tao, J. Optim. Theory Appl., 159, 41–56 (2013)] on pseudomonotone LCP on Euclidean Jordan algebras, we characterize the set of solutions and also derive intrinsic properties that reveal the underlying geometry of the pseudomonotone SOCLCP.     

Similarity automorphism invariance of some P-properties of linear transformations on Euclidean Jordan algebras

Recently, Gowda and Sznajder [Gowda, M.S., Sznajder, R.: Automorphism invariance of P- and GUS-properties of linear transformations on Euclidean Jordan algebras. Math. Oper. Res. 31, 109–123 (2006)] have introduced and studied automorphism invariance of some P-properties for linear transformations. This paper deals with this automorphism invariance of some other complementarity properties, such as \(\hbox {E}_0,\,\hbox {P}_0\) , S, Z-properties. Particularly, we answer Gowda and Sznajder in positive that order P-property is algebra automorphism invariant in simple Jordan algebras. By replacing transposition with the invertibility in the concept of automorphism invariance, we propose a notion of similarity automorphism invariance. Most complementarity properties of linear transformations are also shown to be similarity invariant under algebra automorphisms and cone automorphisms.     

对称锥互补问题的一类惩罚FB函数

利用欧几里德若当代数技术,在单调的条件下,用内积的方法证明了对称锥互补问题的一类FB互补函数相应的势函数的水平集有界性. 该方法在理论和应用上相较于以往用迹不等式证明势函数水平集有界性更具普适性和推广价值. 在设计算法求解势函数的无约束极小化问题时,水平集有界性是保证下降算法收敛的重要条件,因此,对算法的设计具有理论意义.     

A Class of Polynomial Interior Point Algorithms for the Cartesian P-Matrix Linear Complementarity Problem over Symmetric Cones

In this paper, we present a new class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones based on a parametric kernel function, which determines both search directions and the proximity measure between the iterate and the center path. The symmetrization of the search directions used in this paper is based on the Nesterov and Todd scaling scheme. By using Euclidean Jordan algebras, we derive the iteration bounds that match the currently best known iteration bounds for large- and small-update methods.