Penalized complementarity functions on symmetric cones
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DOI: 10.1007/s10898-009-9450-y
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References listed on IDEAS
- BAES, Michel, 2004. "Spectral functions on Jordan algebras : differentiability and convexity properties," LIDAM Discussion Papers CORE 2004016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Defeng Sun & Jie Sun, 2002. "Semismooth Matrix-Valued Functions," Mathematics of Operations Research, INFORMS, vol. 27(1), pages 150-169, February.
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Cited by:
- Nan Lu & Zheng-Hai Huang, 2014. "A Smoothing Newton Algorithm for a Class of Non-monotonic Symmetric Cone Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 161(2), pages 446-464, May.
- Sangho Kum & Sangwoon Yun, 2017. "Incremental Gradient Method for Karcher Mean on Symmetric Cones," Journal of Optimization Theory and Applications, Springer, vol. 172(1), pages 141-155, January.
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More about this item
Keywords
Complementarity problem; Complementarity functions; Merit functions; Symmetric cones; Primary: 90C33;All these keywords.
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