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

Author

Listed:
  • Liwei Zhang

    (Dalian University of Technology)

  • Ning Zhang

    (Dalian University of Technology)

  • Liping Pang

    (Dalian University of Technology)

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.

Suggested Citation

  • Liwei Zhang & Ning Zhang & Liping Pang, 2012. "Differential Properties of the Symmetric Matrix-Valued Fischer-Burmeister Function," Journal of Optimization Theory and Applications, Springer, vol. 153(2), pages 436-460, May.
  • Handle: RePEc:spr:joptap:v:153:y:2012:i:2:d:10.1007_s10957-011-9962-8
    DOI: 10.1007/s10957-011-9962-8
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