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
Source: 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
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