Abstract
Let (Formula presented.) be the circular cone in (Formula presented.) which includes second-order cone as a special case. For any function f from (Formula presented.), one can define a corresponding vector-valued function (Formula presented.) on v by applying f to the spectral values of the spectral decomposition of (Formula presented.) with respect to (Formula presented.). The main results of this paper are regarding the H-differentiability and calmness of circular cone function (Formula presented.). Specifically, we investigate the relations of H-differentiability and calmness between f and (Formula presented.). In addition, we propose a merit function approach for solving the circular cone complementarity problems under H-differentiability. These results are crucial to subsequent study regarding various analysis towards optimizations associated with circular cone.
| Original language | English |
|---|---|
| Pages (from-to) | 811-833 |
| Number of pages | 23 |
| Journal | Journal of Global Optimization |
| Volume | 63 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2015 Dec 1 |
Keywords
- Calmness
- Circular cone
- H-differentiable
ASJC Scopus subject areas
- Business, Management and Accounting (miscellaneous)
- Computer Science Applications
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics