Inexact non-interior continuation method for monotone semidefinite complementarity problems

DOI10.1007/S11590-011-0337-8MaRDI QIDQ694179zbMATH OpenOpenAlexFDO

Authors Shaoping Rui, Cheng-Xian Xu

Publication date 11 December 2012

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-011-0337-8

zbMATH Keywords

inexact non-interior methodlarge scale problemslocal superlinear convergencesemidefinite complementarity problem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 653034 (Why is no real title available?)
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
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• A Newton-CG augmented Lagrangian method for semidefinite programming
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• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Matrix Analysis
• Merit functions for semi-definite complementarity problems
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• Non-interior continuation methods for solving semidefinite complementarity problems
• Novel approaches to hard discrete optimization
• Regularization methods for semidefinite programming
• Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform \(P\)-functions
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
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Cited in

(7)

• An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
• A global linear and local quadratic single-step noninterior continuation method for monotone semidefinite complementarity problems
• Inexact non-interior continuation method for solving large-scale monotone SDCP
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• Non-interior continuation methods for solving semidefinite complementarity problems
• Non-interior continuation method for solving the monotone semidefinite complementarity problem
• A new smooth NCP function for solving semidefinite nonlinear complementarity problems

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