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Clarke Generalized Jacobian of the Projection onto the Cone of Positive Semidefinite Matrices

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Abstract

This paper studies the differentiability properties of the projection onto the cone of positive semidefinite matrices. In particular, the expression of the Clarke generalized Jacobian of the projection at any symmetric matrix is given.

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Authors and Affiliations

  1. INRIA, Montbonnot, F-38334, Saint Ismier, France

    Jérôme Malick

  2. Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario, Canada, N1G 2W1

    Hristo S. Sendov

Authors
  1. Jérôme Malick
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  2. Hristo S. Sendov
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Corresponding author

Correspondence to Hristo S. Sendov.

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*Research supported by NSERC.

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Malick, J., Sendov, H.S. Clarke Generalized Jacobian of the Projection onto the Cone of Positive Semidefinite Matrices. Set-Valued Anal 14, 273–293 (2006). https://doi.org/10.1007/s11228-005-0005-1

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  • DOI: https://doi.org/10.1007/s11228-005-0005-1

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