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Palabra: B-SUBDIFFERENTIAL (Palabras)
2 registros cumplieron la condición especificada en la base de información BIBCYT. ()
Registro 1 de 2, Base de información BIBCYT
Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: Pan, Shaohua ; Chen, Jein-Shan
Título: A Damped Gauss-Newton Method for the Second-Order Complementarity Problem
Páginas/Colación: pp. 293-318
Fecha: June 2009
Applied Mathematics & Optimization: An International Journal with Applcations to Stochastics Vol. 59, no. 3 June 2009
Información de existenciaInformación de existencia

Palabras Claves: Palabras: B-SUBDIFFERENTIAL B-SUBDIFFERENTIAL, Palabras: COMPLEMENTARITY COMPLEMENTARITY, Palabras: FISCHER-BURMEISTER FUNCTION FISCHER-BURMEISTER FUNCTION, Palabras: GENERALIZED NEWTON METHOD GENERALIZED NEWTON METHOD, Palabras: SECOND ORDER CONES SECOND ORDER CONES

Resumen
We investigate some properties related to the generalized Newton method for the Fischer-Burmeister (FB) function over second-order cones, which allows us to reformulate the second-order cone complementarity problem (SOCCP) as a semismooth system of equations. Specifically, we characterize the B-subdifferential of the FB function at a general point and study the condition for every element of the B-subdifferential at a solution being nonsingular. In addition, for the induced FB merit function, we establish its coerciveness and provide a weaker condition than Chen and Tseng (Math. Program. 104:293–327, 2005) for each stationary point to be a solution, under suitable Cartesian P-properties of the involved mapping. By this, a damped Gauss-Newton method is proposed, and the global and superlinear convergence results are obtained. Numerical results are reported for the second-order cone programs from the DIMACS library, which verify the good theoretical properties of the method.

Registro 2 de 2, Base de información BIBCYT
Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: P. Bosch, A. Jourani ; Henrion, R.
Título: Sufficient Conditions for Error Bounds and Applications
Páginas/Colación: pp. 161 - 179; 28 cm.|
Applied Mathematics & Optimization: An International Journal with Applcations to Stochastics v. 50 n° 2 September/October 2004
Información de existenciaInformación de existencia

Resumen
Our aim in this paper is to present sufficient conditions for error bounds in terms of Fréchet and limiting Fréchet subdifferentials in general Banach spaces. This allows us to develop sufficient conditions in terms of the approximate subdifferential for systems of the form (x, y) C × D, g(x, y, u) = 0, where g takes values in an infinite-dimensional space and u plays the role of a parameter. This symmetric structure offers us the choice of imposing conditions either on C or D. We use these results to prove the nonemptiness and weak-star compactness of Fritz–John and Karush–Kuhn–Tucker multiplier sets, to establish the Lipschitz continuity of the value function and to compute its subdifferential and finally to obtain results on local controllability in control problems of nonconvex unbounded differential inclusions. Error bounds - Sufficient condition - Sensitivity analysis - Local controllability

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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