Semismooth Matrix-Valued Functions
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- scientific article; zbMATH DE number 7733459
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Cited in
(only showing first 100 items - show all)- Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem
- Some characterizations for SOC-monotone and SOC-convex functions
- A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
- Inexact non-interior continuation method for solving large-scale monotone SDCP
- On some interconnections between strict monotonicity, globally uniquely solvable, and \(P\) properties in semidefinite linear complementarity problems.
- A regularized semi-smooth Newton method with projection steps for composite convex programs
- On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
- The vector-valued functions associated with circular cones
- QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
- Differentiability and semismoothness properties of integral functions and their applications
- Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming
- A globally convergent filter-type trust region method for semidefinite programming
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
- \(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplex
- Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
- B-subdifferential of the projection onto the generalized spectraplex
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
- Certifying the global optimality of quartic minimization over the sphere
- Augmented Lagrangian methods for convex matrix optimization problems
- Computing the degrees of freedom of rank-regularized estimators and cousins
- Inverse quadratic programming problem with \(l_1\) norm measure
- Penalized complementarity functions on symmetric cones
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix
- An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
- On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints
- Complementarity problems with respect to Loewnerian cones
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
- On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
- Spectral operators of matrices
- An introduction to a class of matrix cone programming
- On the semismoothness of projection mappings and maximum eigenvalue functions
- An algorithm based on resolvent operators for solving positively semidefinite variational inequalities
- Equivalence of two nondegeneracy conditions for semidefinite programs
- Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
- Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- Continuity, differentiability and semismoothness of generalized tensor functions
- A new smooth NCP function for solving semidefinite nonlinear complementarity problems
- On characterizations of \(\mathbf P\)- and \(\mathbf P_ 0\)-properties in nonsmooth functions.
- Complementarity problems over symmetric cones: A survey of recent developments in several aspects
- Projection Methods in Conic Optimization
- Optimality conditions in semidefinite programming
- An inexact smoothing method for the monotone complementarity problem over symmetric cones
- The Z-eigenvalues of a symmetric tensor and its application to spectral hypergraph theory.
- Newton-type methods for inverse singular value problems with multiple singular values
- An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
- Properties associated with the epigraph of the l₁ norm function of projection onto the nonnegative orthant
- The convex and monotone functions associated with second-order cone
- A trust region method for solving semidefinite programs
- On the second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions
- Approximation of rank function and its application to the nearest low-rank correlation matrix
- Smooth and nonsmooth analyses of vector-valued functions associated with circular cones
- On the stable solution of large scale problems over the doubly nonnegative cone
- Differential properties of the symmetric matrix-valued Fischer-Burmeister function
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- On sensitivity analysis of nonsmooth multidisciplinary optimization problems in engineering process line applications
- A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations
- Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
- On efficiently solving the subproblems of a level-set method for fused lasso problems
- Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
- A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- A unified approach to spectral and isotropic functions
- Inverse and implicit function theorems forH-differentiable and semismooth functions
- A new approximation of the matrix rank function and its application to matrix rank minimization
- Conditional quadratic semidefinite programming: examples and methods
- A partial proximal point algorithm for nuclear norm regularized matrix least squares problems
- Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems
- Generalized Newton algorithms for tilt-stable minimizers in nonsmooth optimization
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
- Derivatives of compound matrix valued functions
- An efficient augmented Lagrangian method for support vector machine
- Solving the OSCAR and SLOPE models using a semismooth Newton-based augmented Lagrangian method
- Spectral operators of matrices: semismoothness and characterizations of the generalized Jacobian
- Variational properties of matrix functions via the generalized matrix-fractional function
- Efficient sparse semismooth Newton methods for the clustered Lasso problem
- Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
- A stochastic semismooth Newton method for nonsmooth nonconvex optimization
- Constrained best Euclidean distance embedding on a sphere: a matrix optimization approach
- A superlinearly convergent smoothing Newton continuation algorithm for variational inequalities over definable sets
- Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints
- Analysis of Symmetric Matrix Valued Functions
- Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
- A convex matrix optimization for the additive constant problem in multidimensional scaling with application to locally linear embedding
- B-subdifferentials of the projection onto the generalized simplex
- On degenerate doubly nonnegative projection problems
- Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications
- A perturbation approach for an inverse quadratic programming problem
- Variational analysis of norm cones in finite dimensional Euclidean spaces
- An entropy-regularized ADMM for binary quadratic programming
- A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
- A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming
- A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold
- Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications
- A DCA-Newton method for quartic minimization over the sphere
- Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy
- scientific article; zbMATH DE number 7733459 (Why is no real title available?)
- Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
- Solving a class of inverse semidefinite quadratic programming problem
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