inria-00070517, version 2
Clarke Generalized Jacobian of the Projection onto the Cone of Positive Semidefinite Matrices
Jérôme Malick a, 1Hristo S. Sendov 2
Set-Valued Analysis 14 (2006) 19
Résumé : 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.
- a – CNRS
- 1 : BIPOP (INRIA Rhône-Alpes)
- INRIA
- 2 : Department of Statistical and Actuarial Sciences
- University of Western Ontario
- Domaine : Informatique/Autre
- Mots-clés : SPECTRAL FUNCTION / DIFFÉRENTIABILITY / CLARKE GENERALIZED JACOBIAN / EIGENVALUE OPTIMIZATION / SYMMETRIC FUNCTION / PERTURBATION THEORY / NONSMOOTH ANALYSIS
- Référence interne : RR-5490
- Versions disponibles : v1 (31-05-2006) v2 (25-03-2013)
- inria-00070517, version 2
- http://hal.inria.fr/inria-00070517
- oai:hal.inria.fr:inria-00070517
- Contributeur : Jérôme Malick
- Soumis le : Lundi 25 Mars 2013, 14:22:41
- Dernière modification le : Mardi 26 Mars 2013, 12:04:33