Semismooth matrix-valued functions

Semismooth matrix-valued functions

0.00 Avg rating0 Votes
Article ID: iaor2004371
Country: United States
Volume: 27
Issue: 1
Start Page Number: 150
End Page Number: 169
Publication Date: Feb 2002
Journal: Mathematics of Operations Research
Authors: ,
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.

Reviews

Required fields are marked *. Your email address will not be published.