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

DOI10.1080/02331930802180319zbMath1196.26018MaRDI QIDQ2786315

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

spectral factorization; Lipschitz continuity; merit function; second-order cone

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

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

26B05: Continuity and differentiation questions

26B35: Special properties of functions of several variables, Hölder conditions, etc.

Cites Work

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