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

DOI10.1016/J.MCM.2011.06.013zbMATH Open1235.90161OpenAlexW2003333852MaRDI QIDQ409946FDOQ409946

Authors: Changfeng 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

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zbMATH Keywords

regularizationconvergence analysisEuclidean 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)

Cites Work

• Title not available (Why is that?)
• 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
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Smoothing functions for second-order-cone complementarity problems
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Smoothing algorithms for complementarity problems over symmetric cones
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Global linear and quadratic one-step smoothing Newton method for \(P_0\)-LCP
• Non-interior continuation methods for solving semidefinite complementarity problems
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP without strict complementarity
• Extension of smoothing functions to symmetric cone complementarity problems

Cited In (23)

• A power penalty method for second-order cone linear complementarity problems
• Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones
• Predictor-corrector inexact smoothing algorithm for symmetric cone complementarity problems with Cartesian \(P_0\)-property
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• A predictor-corrector smoothing Newton method for symmetric cone complementarity problems
• A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian \(P_0\)-property
• A modified LM algorithm for tensor complementarity problems over the circular cone
• A regularized semi-smooth Newton method with projection steps for composite convex programs
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• Convergence of a non-interior continuation algorithm for the monotone SCCP
• A new smoothing and regularization Newton method for the symmetric cone complementarity problem
• A power penalty method for second-order cone nonlinear complementarity problems
• The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search

Uses Software

• SCCP

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