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 |
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頁(從 - 到) | 661-676 |
頁數 | 16 |
期刊 | Optimization |
卷 | 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