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|Title:||Semismooth matrix-valued functions|
|Authors:||Sun, D. |
|Source:||Sun, D.,Sun, J. (2002). Semismooth matrix-valued functions. Mathematics of Operations Research 27 (1) : 150-169. ScholarBank@NUS Repository.|
|Abstract:||Matrix-valued functions play an important role in the development of algorithms for semidefinite programming problems. This paper studies generalized differential properties of such functions related to nonsmooth-smoothing Newton methods. The first part of this paper discusses basic properties such as the generalized derivative, Rademacher's theorem, B-derivative, directional derivative, and semismoothness. The second part shows that the matrix absolute-value function, the matrix semidefinite-projection function, and the matrix projective residual function are strongly semismooth.|
|Source Title:||Mathematics of Operations Research|
|Appears in Collections:||Staff Publications|
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