A homogeneous model for mixed complementarity problems over symmetric cones

zbMath1213.90192MaRDI QIDQ934189

Akiko Yoshise, Yedong Lin

Publication date: 29 July 2008

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

nonlinear optimizationinterior point methodoptimality conditionsymmetric conecomplementarity problemEuclidean Jordan algebradetecting infeasibilityhomogeneous algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Related Items (8)

A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs ⋮ Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions ⋮ A homogeneous model for monotone mixed horizontal linear complementarity problems ⋮ A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems ⋮ Smoothing algorithms for complementarity problems over symmetric cones ⋮ A wide neighborhood predictor–corrector infeasible-interior-point method for Cartesian P∗(κ)-LCP over symmetric cones ⋮ Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones ⋮ An \(O(rL)\) infeasible interior-point algorithm for symmetric cone LCP via CHKS function

This page was built for publication: A homogeneous model for mixed complementarity problems over symmetric cones