Clarke Generalized Jacobian of the Projection onto Symmetric Cones |
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| Authors: | Lingchen Kong Levent Tunçel Naihua Xiu |
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| Institution: | (1) Department of Applied Mathematics, Beijing Jiaotong University, Beijing, 100044, People’s Republic of China;(2) Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada |
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| Abstract: | In this paper, we give an exact expression for Clarke generalized Jacobian of the projection onto symmetric cones, which generalizes
and unifies the existing related results on second-order cones and the cones of symmetric positive semi-definite matrices
over the reals. Our characterization of the Clarke generalized Jacobian exposes a connection to rank-one matrices.
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| Keywords: | Clarke generalized Jacobian Projection Symmetric cones Euclidean Jordan algebra |
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