SMOOTH ANALYSIS ON CONE FUNCTION ASSOCIATED WITH ELLIPSOIDAL CONE

As an important prototype in closed convex cones, ellipsoidal cone covers several practical instances such as second-order cone, circular cone and elliptic cone. In virtue of a recent study on its decomposition expression, we present a symmetric type of ellipsoidal cone function and show that this vector-valued function inherits some smooth properties from its corresponding scalar function, particularly in continuity, directional differentiability, differentiability and continuous differentiability. We believe that these results will play important roles on further analysis and study about conic programming problems associated with ellipsoidal cone.