A descent method for a reformulation of the second-order cone complementarity problem

DOI10.1016/j.cam.2007.01.029zbMath1144.65037OpenAlexW2054112965MaRDI QIDQ2479359

Jein-Shan Chen, Shaohua Pan

Publication date: 26 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.cam.2007.01.029

zbMATH Keywords

global convergencenumerical examplesdescent methodmerit functionsecond-order coneComplementarity 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

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method ⋮ An approximate lower order penalty approach for solving second-order cone linear complementarity problems ⋮ A generalized Newton method for absolute value equations associated with second order cones ⋮ Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones ⋮ Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems ⋮ A power penalty method for second-order cone nonlinear complementarity problems ⋮ An efficient algorithm for second-order cone linear complementarity problems ⋮ A power penalty method for second-order cone linear complementarity problems ⋮ A new one-step smoothing newton method for the second-order cone complementarity problem ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects ⋮ A smoothing quasi-Newton method for solving general second-order cone complementarity problems ⋮ A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem

Uses Software

• SCCP
• LBFGS-B

Cites Work

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