Differential properties of the symmetric matrix-valued Fischer-Burmeister function

DOI10.1007/S10957-011-9962-8MaRDI QIDQ430950zbMATH OpenOpenAlexFDO

Authors Li-Ping Pang, Liwei Zhang, Ning Zhang

Publication date 26 June 2012

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-011-9962-8

zbMATH Keywords

directional derivativeFischer-Burmeister functiongeneralized JacobianB-subdifferential

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

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Cites work

• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• A nonsmooth version of Newton's method
• 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
• Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
• Matrix Analysis
• Merit functions for semi-definite complementarity problems
• Nonsingularity Conditions for the Fischer–Burmeister System of Nonlinear SDPs
• Second-order directional derivatives of all eigenvalues of a symmetric matrix
• Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

Cited in

(4)

• Semismooth Reformulation and Nonsmooth Newton’s Method for Solving Nonlinear Semidefinite Programming
• Complementarity problems with respect to Loewnerian cones
• Semismooth Matrix-Valued Functions
• A new smooth NCP function for solving semidefinite nonlinear complementarity problems

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