Abstract
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. © 2008 Elsevier Ltd. All rights reserved.
Original language | English |
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Pages (from-to) | 385-392 |
Number of pages | 8 |
Journal | Operations Research Letters |
Volume | 36 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 May 2008 |
Externally published | Yes |
Keywords
- Lipschitz continuity
- Merit function
- Second-order cone
- Semismoothness
- Spectral factorization
ASJC Scopus subject areas
- Management Science and Operations Research
- Statistics, Probability and Uncertainty
- Discrete Mathematics and Combinatorics
- Modelling and Simulation