Non-interior continuation method for solving the monotone semidefinite complementarity problem

DOI10.1007/S00245-003-0765-7MaRDI QIDQ1401571zbMATH OpenOpenAlexFDO

Authors Zhenghai Huang, Jiye Han

Publication date 18 August 2003

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

Full work available at URL https://doi.org/10.1007/s00245-003-0765-7

zbMATH Keywords

Global linear convergenceLocal quadratic convergenceMonotone semidefinite complementarity problemNon-interior continuation method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The authors propose a non-interior continuation method for solving the monotone semidefinite complementarity problems (SDCP), based on the smoothed Fischer-Burmeister function, which is shown to be globally linearly and locally quadratically convergent under suitable assumptions. In the analysis on the global linear convergence of the algorithm the assumption that the Fréchet derivative of the function involved in the SDCP is Lipschitz, is not used.

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(24)

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• Inexact non-interior continuation method for solving large-scale monotone SDCP
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• Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs
• A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities
• A global linear and local quadratic single-step noninterior continuation method for monotone semidefinite complementarity problems
• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
• A new smooth NCP function for solving semidefinite nonlinear complementarity problems
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects
• An inexact smoothing method for the monotone complementarity problem over symmetric cones
• An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
• A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem
• The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities
• Noninterior continuation method for solving semidefinite programming
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• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• Extension of smoothing Newton algorithms to solve linear programming over symmetric cones
• Convergence of a non-interior continuation algorithm for the monotone SCCP
• Inexact non-interior continuation method for monotone semidefinite complementarity problems
• A smoothing Newton method with a mixed line search for monotone weighted complementarity problems
• On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem

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