A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones

DOI10.1137/090755321zbMath1229.90229OpenAlexW1997037162MaRDI QIDQ3083300

Peng Yi, Chek Beng Chua

Publication date: 21 March 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10220/6829

zbMATH Keywords

nonlinear complementarity problem\(P\)-propertysmoothing approximation{Euclidean} {Jordan} algebra

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Related Items (10)

A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets ⋮ On the block norm-\(\mathbf P\) property ⋮ A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones ⋮ On the uniform nonsingularity property for linear transformations on Euclidean Jordan algebras ⋮ On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems ⋮ A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems ⋮ Complementarity properties of Peirce-diagonalizable linear transformations on Euclidean Jordan algebras^† ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects ⋮ A projection and contraction method for symmetric cone complementarity problem ⋮ A smoothing Newton method for symmetric cone complementarity problem

Uses Software

• SCCP

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