A proximal point algorithm for the monotone second-order cone complementarity problem

DOI10.1007/S10589-011-9399-XMaRDI QIDQ429513zbMATH OpenOpenAlexFDO

Authors Jia Wu, Jein-Shan Chen

Publication date 19 June 2012

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-011-9399-x

zbMATH Keywords

complementarity problemproximal point algorithmsecond-order coneapproximation criterion

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

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Cited in

(6)

• Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function
• A contraction proximal point algorithm with two monotone operators
• The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem
• An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function
• A generalized contraction proximal point algorithm with two monotone operators
• Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets

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