An efficient algorithm for second-order cone linear complementarity problems
From MaRDI portal
Publication:5418485
DOI10.1090/S0025-5718-2013-02795-0zbMath1291.90269MaRDI QIDQ5418485
Publication date: 4 June 2014
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02795-0
linear complementarity problem; Newton's iteration; second-order cone; globally uniquely solvable property; bisection iteration
65K05: Numerical mathematical programming methods
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65F99: Numerical linear algebra
Related Items
A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem, A generalized two-step modulus-based matrix splitting iteration method for implicit complementarity problems of H+-matrices, Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method, The parameter-Newton iteration for the second-order cone linear complementarity problem, The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems, An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem, A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of \(H_+\)-matrices, On the range of the pseudomonotone second-order cone linear complementarity problem, Solution analysis for the pseudomonotone second-order cone linear complementarity problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The GUS-property of second-order cone linear complementarity problems
- Some P-properties for linear transformations on Euclidean Jordan algebras
- A damped Gauss-Newton method for the second-order cone complementarity problem
- Smoothing algorithms for complementarity problems over symmetric cones
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- On semidefinite linear complementarity problems
- A matrix-splitting method for symmetric affine second-order cone complementarity problems
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- A descent method for a reformulation of the second-order cone complementarity problem
- An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
- Matrix Algorithms
- The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- ARPACK Users' Guide
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone
- Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- Automorphism Invariance of P- and GUS-Properties of Linear Transformations on Euclidean Jordan Algebras
- Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
- The Newton-Kantorovich Theorem
- Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
- Numerical Methods for Quasi‐Linear Elliptic Equations with Nonlinear Boundary Conditions
