On the H-differentiability of löwner function with application in symmetric cone complementarity problem

Yu Lin Chang, Jein Shan Chen*, Weizhe Gu

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

1 引文 斯高帕斯(Scopus)

摘要

Let K be the symmetric cone in a Jordan algebra ¥. For any function f from ]R to 1R,one can define the corresponding Löwner function fsc(x) on ¥ by the spectral decomposition of x ε ¥ with respect to 1C. In this paper, we study the relationship regarding. H-differentiability between fsc and f. The class of if-differentiable functions is known to be wider than the class of semismooth functions. Therefore, our result will contribute to solution analysis and solution methods for solving more general symmetric cone programs (SCP) and symmetric cone complementarity problems (SCCP). Besides, we also studya merit function approach for SCCP under H-differentiable condition. In particular, forsuch class of complementarity problems, we provide conditions to guarantee every stationary point ofthe associated merit function to be a solution.

原文英語
頁(從 - 到)231-243
頁數13
期刊Journal of Nonlinear and Convex Analysis
14
發行號2
出版狀態已發佈 - 2013 4月

ASJC Scopus subject areas

  • 分析
  • 幾何和拓撲
  • 控制和優化
  • 應用數學

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