In this chapter, we provide a concise overview of complementarity problems frequently encountered in optimization, along with the various contexts from which complementarity functions naturally arise. Additionally, we revisit essential background material pertinent to the study of complementarity functions. Notably, the framework of Euclidean Jordan algebra offers a powerful and unifying approach for addressing a wide range of complementarity problems. To this end, we introduce the fundamental concepts of Euclidean Jordan algebra, beginning with the notion of symmetric cones, which play a central role in both complementarity problems and the construction of complementarity functions.

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Backgrounds and Overviews

  • Jein-Shan Chen

摘要

In this chapter, we provide a concise overview of complementarity problems frequently encountered in optimization, along with the various contexts from which complementarity functions naturally arise. Additionally, we revisit essential background material pertinent to the study of complementarity functions. Notably, the framework of Euclidean Jordan algebra offers a powerful and unifying approach for addressing a wide range of complementarity problems. To this end, we introduce the fundamental concepts of Euclidean Jordan algebra, beginning with the notion of symmetric cones, which play a central role in both complementarity problems and the construction of complementarity functions.