Semismooth Matrix Valued Functions1
نویسندگان
چکیده
Matrix valued functions play an important role in the development of algorithms for semidefinite programming problems. This paper studies generalized differential properties of such functions related to nonsmooth-smoothing Newton methods. The first part of this paper discusses basic properties such as the generalized derivative, Rademacher’s theorem, B-derivative, directional derivative, and semismoothness. The second part shows that the matrix absolute-value function, the matrix semidefinite-projection function, and the matrix projective residual function are strongly semismooth.
منابع مشابه
On differentiability of symmetric matrix valued functions
With every real valued function, of a real argument, can be associated a matrix function mapping a linear space of symmetric matrices into itself. In this paper we study directional differentiability properties of such matrix functions associated with directionally differentiable real valued functions. In particular, we show that matrix valued functions inherit semismooth properties of the corr...
متن کاملSemismooth Matrix-Valued Functions
Matrix-valued functions play an important role in the development of algorithms for semidefinite programming problems. This paper studies generalized differential properties of such functions related to nonsmooth-smoothing Newton methods. The first part of this paper discusses basic properties such as the generalized derivative, Rademacher’s theorem, -derivative, directional derivative, and sem...
متن کاملNonsmooth Matrix Valued Functions Defined by Singular Values
A class of matrix valued functions defined by singular values of nonsymmetric matrices are shown to have many properties analogous to matrix valued functions defined by eigenvalues of symmetric matrices. In particular, the (smoothed) matrix valued Fischer-Burmeister function is proved to be strongly semismooth everywhere. This result is also used to show the strong semismoothness of the (smooth...
متن کاملAnalysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
For any function f from R to R, one can define a corresponding function on the space of n × n (block-diagonal) real symmetric matrices by applying f to the eigenvalues of the spectral decomposition. We show that this matrix-valued function inherits from f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiability, continuous differentiab...
متن کاملThe Josephy–newton Method for Semismooth Generalized Equations and Semismooth Sqp for Optimization
While generalized equations with differentiable single-valued base mappings and the associated Josephy–Newton method have been studied extensively, the setting with semismooth base mapping had not been previously considered (apart from the two special cases of usual nonlinear equations and of Karush-Kuhn-Tucker optimality systems). We introduce for the general semismooth case appropriate notion...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2002