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The SC1 property of the squared norm of the SOC Fischer-Burmeister function

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Authors
Chen, J.
Sun, D.
Sun, Jie
Date
2008
Type
Journal Article

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Chen, J. and Sun, D. and Sun, J. 2008. The SC1 property of the squared norm of the SOC Fischer-Burmeister function. Operations Research Letters. 36: pp. 385-392.
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Operations Research Letters
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Abstract

We show that the gradient mapping of the squared norm of Fischer–Burmeister function is globally Lipschitz continuous and semismooth, which provides a theoretical basis for solving nonlinear second-order cone complementarity problems via the conjugate gradient method and the semismooth Newton’s method.