A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone
From MaRDI portal
Publication:344895
DOI10.1016/J.LAA.2016.10.007zbMATH Open1349.90792arXiv1605.09463OpenAlexW2963737121MaRDI QIDQ344895FDOQ344895
L. F. Prudente, S. Z. Németh, O. P. Ferreira, J. Y. Bello Cruz
Publication date: 25 November 2016
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Abstract: In this paper a special semi-smooth equation associated to the second order cone is studied. It is shown that, under mild assumptions, the semi-smooth Newton method applied to this equation is well-defined and the generated sequence is globally and Q-linearly convergent to a solution. As an application, the obtained results are used to study the linear second order cone complementarity problem, with special emphasis on the particular case of positive definite matrices. Moreover, some computational experiments designed to investigate the practical viability of the method are presented.
Full work available at URL: https://arxiv.org/abs/1605.09463
Positive matrices and their generalizations; cones of matrices (15B48) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A nonsmooth version of Newton's method
- Applications of second-order cone programming
- Solving piecewise linear systems in ABS-normal form
- A damped semismooth Newton method for the Brugnano-Casulli piecewise linear system
- Iterative Solution of Piecewise Linear Systems and Applications to Flows in Porous Media
- Iterative Solution of Piecewise Linear Systems
- A generalized Newton method for absolute value equations associated with second order cones
- Absolute value equations
- An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
- Smoothing functions for second-order-cone complementarity problems
- A second order cone complementarity approach for the numerical solution of elastoplasticity problems
- Iterative solutions of mildly nonlinear systems
- A generalized Newton method for absolute value equations
- Robust game theory
- On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
- Projection onto simplicial cones by Picard's method
- On the global convergence of the inexact semi-smooth Newton method for absolute value equation
- A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming
- On \(Q\) and \(R_0\) properties of a quadratic representation in linear complementarity problems over the second-order cone
- Box-constrained minimization reformulations of complementarity problems in second-order cones
- Robust optimization with applications to game theory
- Second-order cone programming with warm start for elastoplastic analysis with von Mises yield criterion
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- On Newton-type approach for piecewise linear systems
- Equilibrium problems involving the Lorentz cone
- The solution set structure of monotone linear complementarity problems over second-order cone
Cited In (7)
- Isotonicity of proximity operators in general quasi-lattices and optimization problems
- Isotonicity of the metric projection with respect to the mutually dual orders and complementarity problems
- How to project onto extended second order cones
- Title not available (Why is that?)
- A regularized semi-smooth Newton method with projection steps for composite convex programs
- Smoothing Homotopy Method for Solving Second-Order Cone Complementarity Problem
- On the convergence of iterative schemes for solving a piecewise linear system of equations
This page was built for publication: A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q344895)
