Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions

DOI10.1080/02331930802180319MaRDI QIDQ2786315zbMATH OpenOpenAlexFDO

Authors Jein-Shan Chen, Shaohua Pan

Publication date 21 September 2010

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930802180319

zbMATH Keywords

Lipschitz continuitymerit functionsecond-order conespectral factorization

Mathematics Subject Classification ID

Continuity and differentiation questions (26B05) Special properties of functions of several variables, Hölder conditions, etc. (26B35) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A new class of semismooth Newton-type methods for nonlinear complementarity problems
• A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function
• A special newton-type optimization method
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Analysis of nonsmooth vector-valued functions associated with second-order cones.
• Monotone functions on formally real Jordan algebras
• Smoothing functions for second-order-cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• The SC^1 property of the squared norm of the SOC Fischer-Burmeister function
• Two classes of merit functions for the second-order cone complementarity problem

Cited in

(1)

• Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems

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