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

DOI10.1007/s10107-005-0697-xzbMath1111.90112WikidataQ58028378 ScholiaQ58028378MaRDI QIDQ2492709

Jie Sun, Daniel Ralph, Chee-Khian Sim

Publication date: 14 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0697-x

zbMATH Keywords

Newton-type methods; nonlinear complementary problem

Mathematics Subject Classification ID

90C53: Methods of quasi-Newton type

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Related Items

Differential properties of the symmetric matrix-valued Fischer-Burmeister function, The \(SC^1\) property of the squared norm of the SOC Fischer-Burmeister function, A one-parametric class of merit functions for the symmetric cone complementarity problem, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions

Cites Work

• Merit functions for semi-definite complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Flexible complementarity solvers for large-scale applications
• A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems