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

數學系

研究成果: 雜誌貢獻 › 文章 › 同行評審

3 引文斯高帕斯（Scopus）

摘要

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.

原文	英語
頁（從 - 到）	661-676
頁數	16
期刊	Optimization
卷	59
發行號	5
DOIs	https://doi.org/10.1080/02331930802180319
出版狀態	已發佈 - 2010 七月 1

ASJC Scopus subject areas

Control and Optimization
Management Science and Operations Research
Applied Mathematics

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10.1080/02331930802180319

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引用此

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