A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function

Mathematical Programming

Volumn 107, Issue 3, 2006, Pages 547-553

  Sim, Chee Khian ^a   Sun, Jie ^a   Ralph, Daniel ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

FUNCTIONS; MATHEMATICAL PROGRAMMING;

LIPSCHITZ CONTINUITY; LIPSCHITZ CONTINUOUS GRADIENT; MATRIX-VALUED FISCHER-BURMEISTER FUNCTION;

MATRIX ALGEBRA;

EID: 33645313469     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-005-0697-x     Document Type: Article

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3. Sun, D., Sun, J.: Strong semismoothness of the fischer-burmeister SDC and SOC complementarity functions. Math. Prog. 103, 575-582 (2005)
4. Sun, J., Sun, D., Qi, L.: A squared smoothing newton method for nonsmooth matrix equations and its applications in semidefinite optimization problems. SIAM J. Optimiz. 14, 783-806 (2004)
5. Tseng, P.: Merit functions for semi-definite complementarity problems. Math. Prog. 83, 159-185 (1998)