Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

Defeng Sun; J. Sun

doi:10.1007/s10107-005-0577-4

Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

Defeng Sun, J. Sun

Research output: Journal article publication › Journal article › Academic research › peer-review

103 Citations (Scopus)

Abstract

We show that the Fischer-Burmeister complementarity functions, associated to the semidefinite cone (SDC) and the second order cone (SOC), respectively, are strongly semismooth everywhere. Interestingly enough, the proof relys on a relationship between the singular value decomposition of a nonsymmetric matrix and the spectral decomposition of a symmetric matrix. © Springer-Verlag 2005.

Original language	English
Pages (from-to)	575-581
Number of pages	7
Journal	Mathematical Programming
Volume	103
Issue number	3
DOIs	https://doi.org/10.1007/s10107-005-0577-4
Publication status	Published - 1 Jul 2005
Externally published	Yes

Keywords

Fischer-Burmeister function
SDC
SOC
Strong semismoothness
SVD

ASJC Scopus subject areas

Applied Mathematics
General Mathematics
Safety, Risk, Reliability and Quality
Management Science and Operations Research
Software
Computer Graphics and Computer-Aided Design
General Computer Science

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10.1007/s10107-005-0577-4

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KW - SOC

KW - Strong semismoothness

KW - SVD

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Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

Abstract

Keywords

ASJC Scopus subject areas

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