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

J.-S. Chen; Defeng Sun; J. Sun

doi:10.1016/j.orl.2007.08.005

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

J.-S. Chen
, Defeng Sun
, J. Sun

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

25 Citations (Scopus)

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
Pages (from-to)	385-392
Number of pages	8
Journal	Operations Research Letters
Volume	36
Issue number	3
DOIs	https://doi.org/10.1016/j.orl.2007.08.005
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

More information

10.1016/j.orl.2007.08.005

Cite this

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AU - Chen, J.-S.

AU - Sun, Defeng

AU - Sun, J.

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N2 - 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.

AB - 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.

KW - Lipschitz continuity

KW - Merit function

KW - Second-order cone

KW - Semismoothness

KW - Spectral factorization

UR - https://www.scopus.com/pages/publications/43049131113

U2 - 10.1016/j.orl.2007.08.005

DO - 10.1016/j.orl.2007.08.005

M3 - Journal article

SN - 0167-6377

VL - 36

SP - 385

EP - 392

JO - Operations Research Letters

JF - Operations Research Letters

IS - 3

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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