A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems
From MaRDI portal
Publication:2247895
DOI10.1007/s10957-013-0436-zzbMath1291.90261OpenAlexW2051854038MaRDI QIDQ2247895
Publication date: 30 June 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0436-z
global convergencelocal quadratic convergenceEuclidean Jordan algebrasymmetric cone complementarity problemsmoothing Newton algorithm
Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones ⋮ An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems ⋮ The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function ⋮ A new projected Barzilai-Borwein method for the symmetric cone complementarity problem ⋮ Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP ⋮ A smoothing quasi-Newton method for solving general second-order cone complementarity problems ⋮ A nonmonotone smoothing Newton algorithm for weighted complementarity problem ⋮ Predictor-corrector inexact smoothing algorithm for symmetric cone complementarity problems with Cartesian \(P_0\)-property ⋮ A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone. ⋮ A smoothing Newton method with a mixed line search for monotone weighted complementarity problems ⋮ A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem
Uses Software
Cites Work
- Unnamed Item
- Some P-properties for linear transformations on Euclidean Jordan algebras
- Schur complements, Schur determinantal and Haynsworth inertia formulas in Euclidean Jordan algebras
- Analysis of a smoothing method for symmetric conic linear programming
- A homogeneous model for mixed complementarity problems over symmetric cones
- Smoothing algorithms for complementarity problems over symmetric cones
- Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones
- A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property
- A one-parametric class of merit functions for the symmetric cone complementarity problem
- A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
- Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
- Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
- Existence and limiting behavior of trajectories associated with \({\mathbf P}_0\)-equations
- Linear systems in Jordan algebras and primal-dual interior-point algorithms
- Euclidean Jordan algebras and interior-point algorithms
- Extension of primal-dual interior point algorithms to symmetric cones
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- Penalized complementarity functions on symmetric cones
- Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem
- On the coerciveness of some merit functions for complementarity problems over symmetric cones
- Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
- A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones
- Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
- Properties of a Class of Nonlinear Transformations Over Euclidean Jordan Algebras with Applications to Complementarity Problems
- A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
- SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS
- VECTOR-VALUED IMPLICIT LAGRANGIAN FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- Some P-Properties for Nonlinear Transformations on Euclidean Jordan Algebras
- Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
- Applications of geometric means on symmetric cones
