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Differential Properties of the Symmetric Matrix-Valued Fischer-Burmeister Function

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Indexed by:期刊论文
Journal:JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Included Journals:SCIE、Scopus
Volume:153
Issue:2
Page Number:436-460
ISSN No.:0022-3239
Key Words:Fischer-Burmeister function; Directional derivative; B-subdifferential; Generalized Jacobian
Abstract:This paper focuses on the study of differential properties of the symmetric matrix-valued Fischer-Burmeister (FB) function. As the main results, the formulas for the directional derivative, the B-subdifferential and the generalized Jacobian of the symmetric matrix-valued Fischer-Burmeister function are established, which can be utilized in designing implementable Newton-type algorithms for nonsmooth equations involving the symmetric matrix-valued FB function.
Date of Publication:2012-05-01

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