Abstract
In this article, we show that a one-parametric class of SOC merit functions has a Lipschitz continuous gradient; and moreover, the Lipschitz constant is related to the parameter in this class of SOC merit functions. This fact will lay a building block when the merit function approach as well as the Newton-type method are employed for solving the second-order cone complementarity problem with this class of merit functions.
| Original language | English |
|---|---|
| Pages (from-to) | 661-676 |
| Number of pages | 16 |
| Journal | Optimization |
| Volume | 59 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 2010 Jul 1 |
Keywords
- Lipschitz continuity
- Merit function
- Second-order cone
- Spectral factorization
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
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Cite this
Chen, J. S., & Pan, S. (2010). Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions. Optimization, 59(5), 661-676. https://doi.org/10.1080/02331930802180319