Differential Properties of the Symmetric Matrix-Valued Fischer-Burmeister Function
Liwei Zhang (),
Ning Zhang and
Liping Pang
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Liwei Zhang: Dalian University of Technology
Ning Zhang: Dalian University of Technology
Liping Pang: Dalian University of Technology
Journal of Optimization Theory and Applications, 2012, vol. 153, issue 2, No 11, 436-460
Abstract:
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.
Keywords: Fischer–Burmeister function; Directional derivative; B-subdifferential; Generalized Jacobian (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10957-011-9962-8
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