The penalized Fischer-Burmeister SOC complementarity function
From MaRDI portal
Publication:548683
DOI10.1007/s10589-009-9301-2zbMath1242.90263OpenAlexW2098763507MaRDI QIDQ548683
Jein-Shan Chen, Yongdo Lim, Shaohua Pan, Sangho Kum
Publication date: 30 June 2011
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-009-9301-2
coercivenesssecond-order cone complementarity problemB-subdifferentialnonsmooth Newton methodpenalized Fischer-Burmeister function
Related Items (2)
A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function ⋮ On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems
Uses Software
Cites Work
- Unnamed Item
- A damped Gauss-Newton method for the second-order cone complementarity problem
- Two classes of merit functions for the second-order cone complementarity problem
- Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem
- Applications of second-order cone programming
- Solution of monotone complementarity problems with locally Lipschitzian functions
- Second-order cone programming
- On implementing a primal-dual interior-point method for conic quadratic optimization
- Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
- A penalized Fischer-Burmeister NCP-function
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- A nonsmooth version of Newton's method
- Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
- An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
- Function spaces and reproducing kernels on bounded symmetric domains
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- Matrix Analysis
- Optimization and nonsmooth analysis
- A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
- 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
This page was built for publication: The penalized Fischer-Burmeister SOC complementarity function