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

Jein Shan Chen, Defeng Sun, Jie Sun

Research output: Contribution to journalArticlepeer-review

19 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.

Original languageEnglish
Pages (from-to)385-392
Number of pages8
JournalOperations Research Letters
Volume36
Issue number3
DOIs
Publication statusPublished - 2008 May 1

Keywords

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

ASJC Scopus subject areas

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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