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 | |
| 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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