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

Jein Shan Chen, Shaohua Pan

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
59
發行號5
DOIs
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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