Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone (Q4664040)
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scientific article; zbMATH DE number 2152469
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| English | Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone |
scientific article; zbMATH DE number 2152469 |
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Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone (English)
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5 April 2005
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variational inequalities
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penalty and barrier methods
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Lorentz cone
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semidefinite optimization
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0.7954326272010803
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0.7875756621360779
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0.7875189185142517
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0.7846863269805908
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This paper gives an algorithm for generating penalty and barrier methods for solving variational inequalities with a maximal monotone map over a feasible set which is the intersection of three types of inequalities: those consisting of a finite number of convex inequalities, those concerning an affine map taking its values in the cone of symmetric semidefinite positive matrices, and those concerning an affine map taking its values in the Lorentz cone. Conditions for convergence are also given.
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