A linearly convergent derivative-free descent method for the second-order cone complementarity problem

DOI10.1080/02331930903085359zbMath1229.90239OpenAlexW1998310055MaRDI QIDQ3066928

Shaohua Pan, Jein-Shan Chen

Publication date: 20 January 2011

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930903085359

zbMATH Keywords

linear convergencedescent algorithmsderivative-free methodsFischer-Burmeister functionsecond-order cone complementarity problem

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (6)

A new non-interior continuation method for solving the second-order cone complementarity problem ⋮ An inexact smoothing method for the monotone complementarity problem over symmetric cones ⋮ A smoothing Newton method for the second-order cone complementarity problem. ⋮ A proximal point algorithm for the monotone second-order cone complementarity problem ⋮ Discovery of new complementarity functions for NCP and SOCCP ⋮ A projection and contraction method for symmetric cone complementarity problem

Cites Work

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• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• On the resolution of monotone complementarity problems
• On stationary points of the implicit Lagrangian for nonlinear complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Unconstrained minimization approaches to nonlinear complementarity problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Solution point characterizations and convergence analysis of a descent algorithm for nonsmooth continuous complementarity problems.

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