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

作者：Zhang, Liwei^*; Zhang, Ning; Pang, Liping

来源：Journal of Optimization Theory and Applications, 2012, 153(2): 436-460.

DOI：10.1007/s10957-011-9962-8

• Fischer-Burmeister function
• Directional derivative
• B-subdifferential
• Generalized Jacobian

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.

• 出版日期2012-5
• 单位大连理工大学