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

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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https://hal.inria.fr/inria-00070517
Contributor : Jérôme Malick Connect in order to contact the contributor
Submitted on : Monday, March 25, 2013 - 2:22:41 PM
Last modification on : Thursday, January 20, 2022 - 5:28:35 PM
Long-term archiving on: : Wednesday, June 26, 2013 - 4:01:15 AM

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Jérôme Malick, Hristo S. Sendov. Clarke Generalized Jacobian of the Projection onto the Cone of Positive Semidefinite Matrices. Set-Valued Analysis, Springer Verlag, 2006, 14, pp.19. ⟨10.1007/s11228-005-0005-1⟩. ⟨inria-00070517v2⟩

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