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Penalized complementarity functions on symmetric cones

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  • Sangho Kum
  • Yongdo Lim

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  • Sangho Kum & Yongdo Lim, 2010. "Penalized complementarity functions on symmetric cones," Journal of Global Optimization, Springer, vol. 46(3), pages 475-485, March.
    • Handle: RePEc:spr:jglopt:v:46:y:2010:i:3:p:475-485
    DOI: 10.1007/s10898-009-9450-y
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    References listed on IDEAS

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    1. 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).
    2. 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:

    1. 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.
    2. 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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