Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems

DOI10.1016/J.CAM.2020.113168zbMATH Open1458.90512OpenAlexW3082099071MaRDI QIDQ2222129FDOQ2222129

Authors Zijun Hao, Xiaoni Chi, Zheng-Fen Jin, Zhongping Wan

Publication date 3 February 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.113168

zbMATH Keywords

mixed complementarity problemsecond-order coneexponential convergence rategeneralized lower-order penalty algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A lower order penalty method for second-order cone linear complementarity problems
• Lower-order penalty approach for second-order cone nonlinear complementarity problems
• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• A power penalty method for second-order cone linear complementarity problems
• A power penalty method for second-order cone nonlinear complementarity problems

Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• scientific article; zbMATH DE number 2121575 (Why is no real title available?)
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A damped Gauss-Newton method for the second-order cone complementarity problem
• A descent method for a reformulation of the second-order cone complementarity problem
• A matrix-splitting method for symmetric affine second-order cone complementarity problems
• A penalty method for a mixed nonlinear complementarity problem
• A power penalty approach to a nonlinear complementarity problem
• A power penalty method for linear complementarity problems
• A power penalty method for second-order cone linear complementarity problems
• A power penalty method for second-order cone nonlinear complementarity problems
• A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
• A survey on SOC complementarity functions and solution methods for SOCPs and SOCCPs
• An SQP-type algorithm for nonlinear second-order cone programs
• An efficient matrix splitting method for the second-order cone complementarity problem
• An exact penalty function method with global convergence properties for nonlinear programming problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Analysis of nonsmooth vector-valued functions associated with second-order cones.
• Applications of second-order cone programming
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Exact penalty functions in nonlinear programming
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Non-Linear Programming Via Penalty Functions
• On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
• Perturbation analysis of second-order cone programming problems
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• SOC functions and their applications
• Second-order cone programming
• Smoothing algorithms for complementarity problems over symmetric cones
• Smoothing functions for second-order-cone complementarity problems
• Some mathematical results in the pricing of American options
• The convex and monotone functions associated with second-order cone
• Two classes of merit functions for the second-order cone complementarity problem

Cited in

(5)

• A power penalty method for second-order cone nonlinear complementarity problems
• A lower order penalty method for second-order cone linear complementarity problems
• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• Lower-order penalty approach for second-order cone nonlinear complementarity problems
• The monotone extended second-order cone and mixed complementarity problems

This page was built for publication: Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2222129)