The Hölder continuity of vector-valued function associated with second-order cone

Yu-Lin Chang*, Jein-Shan Chen

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

3 引文 斯高帕斯(Scopus)

摘要

Let Kn be the Lorentz/second-order cone in IRn. For any function f from IR to IR, one can define a corresponding vector-valued function fsoc (x) on IRn by applying f to the spectral values of the spectral decomposition of x ∈ IRn with respect to Kn. It was shown by J.-S. Chen, X. Chen and P. Tseng in [5] that this vector-valued function inherits from f the properties of continuity, Lipschitz continuity, directional differentiability, Fréchet differentiability, continuous differentiability, as well as semismoothness. In this note, we further show that the Holder continuity of this vector-valued function is also inherited from f. Such property will be useful in designing solution methods for second-order cone programming and second-order cone complementarity problem.

原文英語
頁(從 - 到)135-141
頁數7
期刊Pacific Journal of Optimization
8
發行號1
出版狀態已發佈 - 2012 一月 1

ASJC Scopus subject areas

  • 控制和優化
  • 計算數學
  • 應用數學

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