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

Non-interior continuation methodGlobal linear convergenceLocal quadratic convergenceMonotone semidefinite complementarity problem

Mathematics Subject Classification ID

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

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Cited in

(23)

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

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