Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

Please use this identifier to cite or link to this item: https://doi.org/10.1007/s10107-005-0577-4

Title:	Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
Authors:	Sun, D. Sun, J.
Keywords:	Fischer-Burmeister function SDC SOC Strong semismoothness SVD
Issue Date:	2005
Citation:	Sun, D., Sun, J. (2005). Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions. Mathematical Programming 103 (3) : 575-581. ScholarBank@NUS Repository. https://doi.org/10.1007/s10107-005-0577-4
Abstract:	We show that the Fischer-Burmeister complementarity functions, associated to the semidefinite cone (SDC) and the second order cone (SOC), respectively, are strongly semismooth everywhere. Interestingly enough, the proof relys on a relationship between the singular value decomposition of a nonsymmetric matrix and the spectral decomposition of a symmetric matrix. © Springer-Verlag 2005.
Source Title:	Mathematical Programming
URI:	http://scholarbank.nus.edu.sg/handle/10635/44182
ISSN:	00255610
DOI:	10.1007/s10107-005-0577-4
Appears in Collections:	Staff Publications

There are no files associated with this item.

Check