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

  • Authors:

  • Chee-Khian Sim;Jie Sun;Daniel Ralph

  • Affiliations:

  • Department of Decision Sciences, National University of Singapore, Singapore;Department of Decision Sciences, National University of Singapore, Singapore;Judge Business School, University of Cambridge, CB2 1AG, UK

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2006

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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.