A regularized smoothing Newton method for solving the symmetric cone complementarity problem

DOI10.1016/j.mcm.2011.06.013zbMath1235.90161OpenAlexW2003333852MaRDI QIDQ409946

Chang-Feng Ma

Publication date: 15 April 2012

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.06.013

zbMATH Keywords

convergence analysisregularizationEuclidean Jordan algebrasymmetric cone complementarity problemsmoothing Newton algorithm

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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Uses Software

• SCCP

Cites Work

• Unnamed Item
• Smoothing algorithms for complementarity problems over symmetric cones
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Non-interior continuation methods for solving semidefinite complementarity problems
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• Extension of primal-dual interior point algorithms to symmetric cones
• Global linear and quadratic one-step smoothing Newton method for \(P_0\)-LCP
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• Extension of smoothing functions to symmetric cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems