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  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.
|頁（從 - 到）||135-141|
|期刊||Pacific Journal of Optimization|
|出版狀態||已發佈 - 2012 一月 1|
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