Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions

Jein Shan Chen; Shaohua Pan

doi:10.1080/02331930802180319

Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions

Jein Shan Chen, Shaohua Pan

Department of Mathematics

Research output: Contribution to journal › Article

3 Citations (Scopus)

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	https://doi.org/10.1080/02331930802180319
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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