The SC1 property of the squared norm of the SOC Fischer-Burmeister function

被引：21

作者：

Chen, Jein-Shan ^{[1
]}

Sun, Defeng ^{[2
]}

Sun, Jie ^{[3
]}

机构：

[1] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan

[2] Natl Univ Singapore, Dept Math, Singapore 117543, Singapore

[3] Natl Univ Singapore, Dept Decis Sci, Singapore 117592, Singapore

来源：

OPERATIONS RESEARCH LETTERS | 2008年 / 36卷 / 03期

关键词：

second-order cone; merit function; spectral factorization; lipschitz continuity; semismoothness;

D O I：

10.1016/j.orl.2007.08.005

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We show that the gradient mapping of the squared norm of Fischer-Burmeister function is globally Lipschitz continuous and semismooth, which provides a theoretical basis for solving nonlinear second-order cone complementarity problems via the conjugate gradient method and the semismooth Newton's method. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：385 / 392

页数：8

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