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Clarke Generalized Jacobian of the Projection onto the Cone of Positive Semidefinite Matrices |
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| Authors: | Jér?me Malick and Hristo S. Sendov |
| Affiliation: | (1) INRIA, Montbonnot, F-38334 Saint Ismier, France;(2) Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario, Canada, N1G 2W1 |
| 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.*Research supported by NSERC. |
| Keywords: | Clarke generalized Jacobian differentiability eigenvalue optimization nonsmooth analysis perturbation theory positive semidefinite matrices projection spectral function |
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