A power penalty method for second-order cone linear complementarity problems

DOI10.1016/j.orl.2014.12.012zbMath1408.90288OpenAlexW1998440068MaRDI QIDQ1785626

Zijun Hao, Xiaoni Chi, Zhong-Ping Wan

Publication date: 1 October 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2014.12.012

zbMATH Keywords

exponential convergence ratesecond-order conecomplementarity problempower penalty method

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 (5)

The parameter-Newton iteration for the second-order cone linear complementarity problem ⋮ An approximate lower order penalty approach for solving second-order cone linear complementarity problems ⋮ Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems ⋮ A power penalty method for second-order cone nonlinear complementarity problems ⋮ Low-order penalty equations for semidefinite linear complementarity problems

Uses Software

• SCCP

Cites Work

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