A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems
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Publication:2247895
DOI10.1007/S10957-013-0436-ZzbMath1291.90261OpenAlexW2051854038MaRDI QIDQ2247895
Publication date: 30 June 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0436-z
global convergencelocal quadratic convergenceEuclidean Jordan algebrasymmetric cone complementarity problemsmoothing Newton algorithm
Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (11)
Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones ⋮ An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems ⋮ The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function ⋮ A new projected Barzilai-Borwein method for the symmetric cone complementarity problem ⋮ Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP ⋮ A smoothing quasi-Newton method for solving general second-order cone complementarity problems ⋮ A nonmonotone smoothing Newton algorithm for weighted complementarity problem ⋮ Predictor-corrector inexact smoothing algorithm for symmetric cone complementarity problems with Cartesian \(P_0\)-property ⋮ A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone. ⋮ A smoothing Newton method with a mixed line search for monotone weighted complementarity problems ⋮ A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem
Uses Software
Cites Work
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