Strong Semismoothness of the Fischer-Burmeister SDC and SOC Complementarity Functions
نویسندگان
چکیده
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 stems in a relationship between the singular value decomposition of a nonsymmetric matrix and the spectral decomposition of a symmetric matrix.
منابع مشابه
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ورودعنوان ژورنال:
- Math. Program.
دوره 103 شماره
صفحات -
تاریخ انتشار 2005