Year: 2020
Author: Sheng Fang, Yong-Jin Liu
Annals of Applied Mathematics, Vol. 36 (2020), Iss. 4 : pp. 379–390
Abstract
This paper is devoted to studying the generalized Jacobian for the projection onto the intersection of a closed half-space and a variable box. This paper derives the explicit formulas of an element in the set of the generalized HS Jacobian for the projection. In particular, we reveal that the generalized HS Jacobian can be formulated as the combination of a diagonal matrix and few rank-one symmetric matrices, which are crucial for future design of efficient second order nonsmooth methods for solving the related optimization problems.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2020-AAM-18583
Annals of Applied Mathematics, Vol. 36 (2020), Iss. 4 : pp. 379–390
Published online: 2020-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: generalized HS Jacobian projection intersection of a half-space and a variable box.