Convergence of a non-interior continuation algorithm for the monotone SCCP

DOI10.1007/s10255-010-0024-zzbMath1225.90135OpenAlexW2025219990MaRDI QIDQ601939

Nan Lu, Zheng-Hai Huang

Publication date: 29 October 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-010-0024-z

zbMATH Keywords

local quadratic convergencenon-interior continuation methodsymmetric cone complementarity problemglobal linear convergence

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Unified smoothing functions for absolute value equation associated with second-order cone ⋮ A generalized smoothing Newton method for the symmetric cone complementarity problem ⋮ A smoothing-type algorithm for solving inequalities under the order induced by a symmetric cone ⋮ A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP ⋮ SCCP

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