A continuation method for nonlinear complementarity problems over symmetric cones

DOI10.1137/090755321MaRDI QIDQ3083300zbMATH OpenOpenAlexFDO

Authors Chek Beng Chua, Peng Yi

Publication date 21 March 2011

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10220/6829

zbMATH Keywords

nonlinear complementarity problem\(P\)-propertysmoothing approximation{Euclidean} {Jordan} algebra

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

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Cited in

(14)

• On the block norm- P property
• On the uniform nonsingularity property for linear transformations on Euclidean Jordan algebras
• A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones
• A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets
• Solvability based on E-property for the nonlinear symmetric cone complementarity problem
• On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems
• Pseudomonotonicity of nonlinear transformations on Euclidean Jordan algebras
• An iterative approach for cone complementarity problems for nonsmooth dynamics
• Properties of a Class of Nonlinear Transformations Over Euclidean Jordan Algebras with Applications to Complementarity Problems
• A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems
• A projection and contraction method for symmetric cone complementarity problem
• A smoothing Newton method for symmetric cone complementarity problem
• Complementarity properties of Peirce-diagonalizable linear transformations on Euclidean Jordan algebras
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects

Describes a project that uses

Uses Software

• SCCP

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