Inexact non-interior continuation method for solving large-scale monotone SDCP

DOI10.1016/j.amc.2009.08.059zbMath1190.65101OpenAlexW2079987748MaRDI QIDQ1044421

Shao-Ping Rui, Cheng-Xian Xu

Publication date: 18 December 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.08.059

zbMATH Keywords

large-scale problemlocal superlinear convergenceinexact non-interior continuation methodmonotone semidefinite complementarity problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects

Uses Software

• COL

Cites Work

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