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