Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
From MaRDI portal
Publication:4441932
DOI10.1137/S1052623400380584zbMath1076.90042MaRDI QIDQ4441932
Xin Chen, Hou-Duo Qi, Paul Tseng
Publication date: 19 January 2004
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
nonsmooth analysissemismooth functionsemidefinite complementarity problemsymmetric-matrix-valued function
Semidefinite programming (90C22) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Analysis of Symmetric Matrix Valued Functions, An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results, Correlation stress testing for value-at-risk: an unconstrained convex optimization approach, Properties of a Class of Nonlinear Transformations Over Euclidean Jordan Algebras with Applications to Complementarity Problems, Some structural properties of a Newton-type method for semidefinite programs, An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem, Properties of the augmented Lagrangian in nonlinear semidefinite optimization, Continuity, differentiability and semismoothness of generalized tensor functions, The higher-order derivatives of spectral functions, Spectral operators of matrices, Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity, The Hölder continuity of Löwner's operator in Euclidean Jordan algebras, A new smooth NCP function for solving semidefinite nonlinear complementarity problems, On finite rank deformations of Wigner matrices, Differential properties of the symmetric matrix-valued Fischer-Burmeister function, Unnamed Item, The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming, The vector-valued functions associated with circular cones, Analysis of symmetric matrix valued functions. I, An introduction to a class of matrix cone programming, Fluctuations of matrix entries of regular functions of Wigner matrices, Conditional quadratic semidefinite programming: examples and methods, Derivatives of compound matrix valued functions, A Unified Approach to Spectral and Isotropic Functions, A smoothing Newton method for a type of inverse semi-definite quadratic programming problem, A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems, Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs, Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions, The bounded smooth reformulation and a trust region algorithm for semidefinite complementarity problems, Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem, An inexact SQP Newton method for convex SC\(^{1}\) minimization problems, An accelerated active-set algorithm for a quadratic semidefinite program with general constraints, Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Solution refinement at regular points of conic problems, Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects, A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone., On the Analysis of the Discretized Kohn--Sham Density Functional Theory, A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding, Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach
