On the second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions

DOI10.1007/S11228-013-0237-4zbMATH Open1301.90090OpenAlexW2060262297MaRDI QIDQ368462FDOQ368462

Authors: Xiantao Xiao, Liwei Zhang, Ning Zhang 

Publication date: 23 September 2013

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-013-0237-4

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zbMATH Keywords

eigenvaluesingular valueSDP conesecond-order directional derivativesecond-order tangent setsymmetric matrix-valued function

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Nonlinear programming (90C30)

Cites Work

• Matrix Analysis
• Variational Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Über monotone Matrixfunktionen
• First and second order analysis of nonlinear semidefinite programs
• On eigenvalues of matrices dependent on a parameter
• Semismooth Matrix-Valued Functions
• Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• Second-order directional derivatives of all eigenvalues of a symmetric matrix

Cited In (10)

• Exact formula for the second-order tangent set of the second-order cone complementarity set
• Extension of second moment analysis to vector-valued and matrix-valued functions
• Parabolic second-order directional differentiability in the Hadamard sense of the vector-valued functions associated with circular cones
• The second-order directional derivatives of singular values
• No gap second-order optimality conditions for a matrix cone programming induced by the nuclear norm
• Variational analysis of the Ky Fan \(k\)-norm
• Quadratic growth conditions and uniqueness of optimal solution to Lasso
• Second-order directional derivatives of all eigenvalues of a symmetric matrix
• Solving graph equipartition SDPs on an algebraic variety
• Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications

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