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

Jein Shan Chen, Shaohua Pan

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)661-676
Number of pages16
JournalOptimization
Volume59
Issue number5
DOIs
Publication statusPublished - 2010 Jul 1

Fingerprint

Merit Function
Lipschitz Continuity
Gradient
Lipschitz
Second-order Cone
Newton-type Methods
Complementarity Problem
Building Blocks
Cones
Class
Continuity

Keywords

  • Lipschitz continuity
  • Merit function
  • Second-order cone
  • Spectral factorization

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

Cite this

Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions. / Chen, Jein Shan; Pan, Shaohua.

In: Optimization, Vol. 59, No. 5, 01.07.2010, p. 661-676.

Research output: Contribution to journalArticle

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