An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
JS Chen, P Tseng - Mathematical Programming, 2005 - Springer
A popular approach to solving the nonlinear complementarity problem (NCP) is to
reformulate it as the global minimization of a certain merit function over ℝ n. A popular …
reformulate it as the global minimization of a certain merit function over ℝ n. A popular …
A one-parametric class of merit functions for the symmetric cone complementarity problem
S Pan, JS Chen - Journal of Mathematical Analysis and Applications, 2009 - Elsevier
In this paper, we extend the one-parametric class of merit functions proposed by Kanzow
and Kleinmichel [C. Kanzow, H. Kleinmichel, A new class of semismooth Newton-type …
and Kleinmichel [C. Kanzow, H. Kleinmichel, A new class of semismooth Newton-type …
A one-parametric class of merit functions for the second-order cone complementarity problem
JS Chen, S Pan - Computational Optimization and Applications, 2010 - Springer
We investigate a one-parametric class of merit functions for the second-order cone
complementarity problem (SOCCP) which is closely related to the popular Fischer …
complementarity problem (SOCCP) which is closely related to the popular Fischer …
The SC1 property of the squared norm of the SOC Fischer–Burmeister function
We show that the gradient map** of the squared norm of Fischer–Burmeister function is
globally Lipschitz continuous and semismooth, which provides a theoretical basis for solving …
globally Lipschitz continuous and semismooth, which provides a theoretical basis for solving …
On the generalized Fischer-Burmeister merit function for the second-order cone complementarity problem
It has been an open question whether the family of merit functions $\psi _p\(p> 1) $, the
generalized Fischer-Burmeister (FB) merit function, associated to the second-order cone is …
generalized Fischer-Burmeister (FB) merit function, associated to the second-order cone is …
[PDF][PDF] The fischer-burmeister complementarity function on euclidean jordan algebras
L Kong, L Tunçel, N **u - Pacific Journal of Optimization, to appear …, 2007 - Citeseer
It is well-known that the scalar-valued FB function φ: R× R→ R is specified by φ (a, b):= a+
b−√ a2+ b2, a, b∈ R,(1.1) which is attributed by Fischer to Burmeister (see [5, 6, 7]). It is a …
b−√ a2+ b2, a, b∈ R,(1.1) which is attributed by Fischer to Burmeister (see [5, 6, 7]). It is a …
Nonsingularity conditions for the Fischer–Burmeister system of nonlinear sdps
S Bi, S Pan, JS Chen - SIAM Journal on Optimization, 2011 - SIAM
For a locally optimal solution to the nonlinear semidefinite programming problem, under
Robinson's constraint qualification, we show that the nonsingularity of Clarke's Jacobian of …
Robinson's constraint qualification, we show that the nonsingularity of Clarke's Jacobian of …
Differential properties of the symmetric matrix-valued Fischer-Burmeister function
L Zhang, N Zhang, L Pang - Journal of Optimization Theory and …, 2012 - Springer
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 …
Fischer–Burmeister (FB) function. As the main results, the formulas for the directional …
Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions
JS Chen, S Pan - Optimization, 2010 - Taylor & Francis
In this article, we show that a one-parametric class of SOC merit functions has a Lipschitz
continuous gradient; and moreover, the Lipschitz constant is related to the parameter in this …
continuous gradient; and moreover, the Lipschitz constant is related to the parameter in this …
[PDF][PDF] A Modified PRP Conjugate Gradient Method for Semidefinite Programming
H Zhu, Z Zhu, Z Gui - American Journal of Algorithms and …, 2013 - scholar.archive.org
In this paper, the optimality conditions of semidefinite programming are transformed into an
unconstrained optimization problem based on a suitable merit function, which gradient is …
unconstrained optimization problem based on a suitable merit function, which gradient is …