Strong semismoothness of the fischer-burmeister SDC and SOC complementarity functions

• 成果类型: Article
• 署名作者: Sun, DF; Sun, J
• 署名单位: National University of Singapore; National University of Singapore; National University of Singapore
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-005-0577-4
• 发表日期: 2005
• 页码: 575-581
• 关键词: valued functions; EQUATIONS

摘要

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.