A damped Gauss-Newton method for the second-order cone complementarity problem

DOI10.1007/S00245-008-9054-9MaRDI QIDQ836060zbMATH OpenOpenAlexFDO

Authors Shaohua Pan, Jein-Shan Chen

Publication date 31 August 2009

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-008-9054-9

zbMATH Keywords

complementarityFischer-Burmeister functionsecond-order conesgeneralized Newton method\(B\)-subdifferential

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)

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Cites work

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Cited in

(37)

• Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones
• A power penalty method for second-order cone linear complementarity problems
• A smoothing quasi-Newton method for solving general second-order cone complementarity problems
• On the Lorentz cone complementarity problems in infinite-dimensional real Hilbert space
• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• Lipschitz continuity of the solution mapping of symmetric cone complementarity problems
• A new non-interior continuation method for solving the second-order cone complementarity problem
• The penalized Fischer-Burmeister SOC complementarity function
• Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
• A smoothing Newton method for the second-order cone complementarity problem.
• A Krylov subspace method for large-scale second-order cone linear complementarity problem
• A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
• A proximal point algorithm for the monotone second-order cone complementarity problem
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• An efficient algorithm for second-order cone linear complementarity problems
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• The Jacobian consistency of a smoothed Fischer-Burmeister function associated with second-order cones
• scientific article; zbMATH DE number 1839529 (Why is no real title available?)
• A merit function method for infinite-dimensional SOCCPs
• A modified LM algorithm for tensor complementarity problems over the circular cone
• A new one-step smoothing Newton method for the second-order cone complementarity problem
• A new method for solving second-order cone eigenvalue complementarity problems
• Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• A proximal gradient descent method for the extended second-order cone linear complementarity problem
• Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions
• A power penalty method for second-order cone nonlinear complementarity problems
• A linearly convergent derivative-free descent method for the second-order cone complementarity problem
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects
• Two Classes of Merit Functions for Infinite-Dimensional Second Order Complimentary Problems
• An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem
• A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
• A new complementarity function and applications in stochastic second-order cone complementarity problems

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Uses Software

• SeDuMi

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