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

DOI10.1007/s10957-011-9962-8zbMath1271.90067OpenAlexW2092382713MaRDI QIDQ430950

Li-Ping Pang, Ning Zhang, Li-wei 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 derivativegeneralized JacobianFischer-Burmeister functionB-subdifferential

Mathematics Subject Classification ID

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

Related Items (3)

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

Cites Work

• Unnamed Item
• Merit functions for semi-definite complementarity problems
• A nonsmooth version of Newton's method
• 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
• Nonsingularity Conditions for the Fischer–Burmeister System of Nonlinear SDPs
• Matrix Analysis
• A special newton-type optimization method
• Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
• Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
• Second-order directional derivatives of all eigenvalues of a symmetric matrix

This page was built for publication: Differential properties of the symmetric matrix-valued Fischer-Burmeister function