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 optimization; interior point method; optimality condition; symmetric cone; complementarity problem; Euclidean Jordan algebra; detecting infeasibility; homogeneous algorithm

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C25: Convex programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics

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