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A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function

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Abstract

Based on a formula of Tseng, we show that the squared norm of the matrix-valued Fischer-Burmeister function has a Lipschitz continuous gradient.

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Authors and Affiliations

  1. Department of Decision Sciences, National University of Singapore, Singapore, 117592

    Chee-Khian Sim & Jie Sun

  2. Judge Business School, University of Cambridge, CB2 1AG, UK

    Daniel Ralph

Authors
  1. Chee-Khian Sim
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  2. Jie Sun
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  3. Daniel Ralph
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Additional information

These authors' research was partially supported by Grants R314-000-057/042-112 of the National University of Singapore.

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Sim, CK., Sun, J. & Ralph, D. A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function. Math. Program. 107, 547–553 (2006). https://doi.org/10.1007/s10107-005-0697-x

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  • DOI: https://doi.org/10.1007/s10107-005-0697-x

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