A regularized smoothing Newton method for solving the symmetric cone complementarity problem

DOI10.1016/J.MCM.2011.06.013MaRDI QIDQ409946zbMATHOpenAlexFDO

Authors Changfeng Ma

Publication date 15 April 2012

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2011.06.013

zbMATH Keywords

regularizationconvergence analysisEuclidean Jordan algebrasymmetric cone complementarity problemsmoothing Newton algorithm

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Extension of primal-dual interior point algorithms to symmetric cones
• Extension of smoothing functions to symmetric cone complementarity problems
• Global linear and quadratic one-step smoothing Newton method for \(P_0\)-LCP
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Non-interior continuation methods for solving semidefinite complementarity problems
• Smoothing algorithms for complementarity problems over symmetric cones
• Smoothing functions for second-order-cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP without strict complementarity

Cited in

(24)

• Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
• A power penalty method for second-order cone nonlinear complementarity problems
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A modified LM algorithm for tensor complementarity problems over the circular cone
• Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• A new smoothing and regularization Newton method for the symmetric cone complementarity problem
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• A predictor-corrector smoothing Newton method for symmetric cone complementarity problems
• Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones
• A power penalty method for second-order cone linear complementarity problems
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
• Convergence of a non-interior continuation algorithm for the monotone SCCP
• A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
• Predictor-corrector inexact smoothing algorithm for symmetric cone complementarity problems with Cartesian \(P_0\)-property
• A regularized inexact smoothing Newton method for circular cone complementarity problem
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian \(P_0\)-property
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• A regularized semi-smooth Newton method with projection steps for composite convex programs
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems

Describes a project that uses

Uses Software

• SCCP

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