An unconstrained smooth minimization reformulation of the second-order cone complementarity problem

DOI10.1007/s10107-005-0617-0zbMath1093.90063OpenAlexW1965717960MaRDI QIDQ2576724

Jein-Shan Chen, Paul Tseng

Publication date: 14 December 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0617-0

zbMATH Keywords

ComplementaritySpectral factorizationJordan productError boundLevel setMerit functionSecond-order cone

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (only showing first 100 items - show all)

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method ⋮ Monotonicity and circular cone monotonicity associated with circular cones ⋮ Unified smoothing functions for absolute value equation associated with second-order cone ⋮ Differentiability v.s. convexity for complementarity functions ⋮ A new non-interior continuation method for solving the second-order cone complementarity problem ⋮ The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems ⋮ A damped Gauss-Newton method for the second-order cone complementarity problem ⋮ A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function ⋮ An approximate lower order penalty approach for solving second-order cone linear complementarity problems ⋮ An alternating direction method for second-order conic programming ⋮ On the coerciveness of some merit functions for complementarity problems over symmetric cones ⋮ Two classes of merit functions for the second-order cone complementarity problem ⋮ A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone ⋮ A smoothing Newton method for the second-order cone complementarity problem. ⋮ The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone ⋮ A two-parametric class of merit functions for the second-order cone complementarity problem ⋮ Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming ⋮ The GUS-property of second-order cone linear complementarity problems ⋮ A class of polynomial interior-point algorithms for the Cartesian \(P_{*}(\kappa )\) second-order cone linear complementarity problem ⋮ A new neural network model for solving random interval linear programming problems ⋮ Smooth and nonsmooth analyses of vector-valued functions associated with circular cones ⋮ A regularization smoothing method for second-order cone complementarity problem ⋮ Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications ⋮ Stationary point conditions for the FB merit function associated with symmetric cones ⋮ Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones ⋮ A second order cone complementarity approach for the numerical solution of elastoplasticity problems ⋮ The \(H\)-differentiability and calmness of circular cone functions ⋮ Solvability of Newton equations in smoothing-type algorithms for the SOCCP ⋮ Neural networks for solving second-order cone constrained variational inequality problem ⋮ A proximal point algorithm for the monotone second-order cone complementarity problem ⋮ Differential properties of Euclidean projection onto power cone ⋮ The Jacobian consistency of a smoothed Fischer-Burmeister function associated with second-order cones ⋮ A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems ⋮ New second-order cone linear complementarity formulation and semi-smooth Newton algorithm for finite element analysis of 3D frictional contact problem ⋮ A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation ⋮ Discovery of new complementarity functions for NCP and SOCCP ⋮ The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems ⋮ A smoothing Newton method for second-order cone optimization based on a new smoothing function ⋮ The solution set structure of monotone linear complementarity problems over second-order cone ⋮ Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems ⋮ On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems ⋮ Proximal-like algorithm using the quasi D-function for convex second-order cone programming ⋮ A power penalty method for second-order cone nonlinear complementarity problems ⋮ A generalized Newton method for absolute value equations associated with circular cones ⋮ The \(SC^1\) property of the squared norm of the SOC Fischer-Burmeister function ⋮ Characterizations of solution sets of cone-constrained convex programming problems ⋮ On the Lorentz Cone Complementarity Problems in Infinite-Dimensional Real Hilbert Space ⋮ Numerical study of a smoothing algorithm for the complementarity system over the second-order cone ⋮ How to project onto extended second order cones ⋮ A descent method for a reformulation of the second-order cone complementarity problem ⋮ The same growth of FB and NR symmetric cone complementarity functions ⋮ Box-constrained minimization reformulations of complementarity problems in second-order cones ⋮ Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem ⋮ Lipschitz continuity of the solution mapping of symmetric cone complementarity problems ⋮ Smoothing algorithms for complementarity problems over symmetric cones ⋮ A one-parametric class of merit functions for the second-order cone complementarity problem ⋮ A smoothing Newton method based on a one-parametric class of smoothing function for SOCCP ⋮ The penalized Fischer-Burmeister SOC complementarity function ⋮ A merit function method for infinite-dimensional SOCCPs ⋮ On merit functions for \(p\)-order cone complementarity problem ⋮ A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems ⋮ A smoothing Newton method for absolute value equation associated with second-order cone ⋮ Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones ⋮ A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function ⋮ A proximal gradient descent method for the extended second-order cone linear complementarity problem ⋮ A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions ⋮ On the coderivative of the solution mapping to a second-order cone constrained parametric variational inequality ⋮ A new one-step smoothing Newton method for second-order cone programming. ⋮ Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions ⋮ Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems ⋮ A power penalty method for second-order cone linear complementarity problems ⋮ Interior proximal methods and central paths for convex second-order cone programming ⋮ Computational methods for elastoplasticity: an overview of conventional and \textit{less-conventional} approaches ⋮ A smoothed NR neural network for solving nonlinear convex programs with second-order cone constraints ⋮ A linearly convergent derivative-free descent method for the second-order cone complementarity problem ⋮ A new one-step smoothing newton method for the second-order cone complementarity problem ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects ⋮ A new smoothing Newton-type method for second-order cone programming problems ⋮ A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property ⋮ A modified LM algorithm for tensor complementarity problems over the circular cone ⋮ A smoothing quasi-Newton method for solving general second-order cone complementarity problems ⋮ Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets ⋮ Neural network for solving SOCQP and SOCCVI based on two discrete-type classes of SOC complementarity functions ⋮ The decompositions with respect to two core non-symmetric cones ⋮ A one-parametric class of merit functions for the symmetric cone complementarity problem ⋮ A smoothing method for second order cone complementarity problem ⋮ A semidefinite relaxation method for second-order cone polynomial complementarity problems ⋮ Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems ⋮ A new complementarity function and applications in stochastic second-order cone complementarity problems ⋮ An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem ⋮ A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints ⋮ A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems ⋮ The Jacobian consistency of a one-parametric class of smoothing functions for SOCCP ⋮ Further relationship between second-order cone and positive semidefinite matrix cone ⋮ Analysis of a smoothing Newton method for second-order cone complementarity problem ⋮ Levenberg-Marquardt method for absolute value equation associated with second-order cone ⋮ A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone. ⋮ SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS ⋮ A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of \(H_+\)-matrices ⋮ A new method for solving second-order cone eigenvalue complementarity problems

Uses Software

• L-BFGS
• SeDuMi
• Benchmarks for Optimization Software

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the limited memory BFGS method for large scale optimization
• Applications of second-order cone programming
• Merit functions for semi-definite complementarity problems
• On NCP-functions
• Solving box constrained variational inequalities by using the natural residual with D-gap function globalization
• Nonlinear complementarity as unconstrained and constrained minimization
• An unconstrained optimization technique for large-scale linearly constrained convex minimization problems
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Unconstrained optimization reformulations of variational inequality problems
• A semismooth equation approach to the solution of nonlinear complementarity problems
• Equivalence of variational inequality problems to unconstrained minimization
• New NCP-functions and their properties
• Second-order cone programming
• On implementing a primal-dual interior-point method for conic quadratic optimization
• Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming
• An independent benchmarking of SDP and SOCP solvers
• Global optimization techniques for mixed complementarity problems
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• A matrix-splitting method for symmetric affine second-order cone complementarity problems
• A note on treating a second order cone program as a special case of a semidefinite program
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• On the resolution of monotone complementarity problems
• Nonlinear complementarity as unconstrained optimization
• Feasible descent algorithms for mixed complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function
• Regular Pseudo-Smooth NCP and BVIP Functions and Globally and Quadratically Convergent Generalized Newton Methods for Complementarity and Variational Inequality Problems
• Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
• Numerical Optimization
• A special newton-type optimization method
• Engineering and Economic Applications of Complementarity Problems
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
• Jacobian Smoothing Methods for Nonlinear Complementarity Problems
• A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss--Newton Method
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
• Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Complementarity problems
• Complementarity: applications, algorithms and extensions. Papers from the international conference on complementarity (ICCP 99), Madison, WI, USA, June 9--12, 1999

This page was built for publication: An unconstrained smooth minimization reformulation of the second-order cone complementarity problem