The penalized Fischer-Burmeister SOC complementarity function

DOI10.1007/S10589-009-9301-2zbMATH Open1242.90263OpenAlexW2098763507MaRDI QIDQ548683FDOQ548683

Jein-Shan Chen, Yongdo Lim, Shaohua Pan, Sangho Kum

Publication date: 30 June 2011

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

Full work available at URL: https://doi.org/10.1007/s10589-009-9301-2

zbMATH Keywords

second-order cone complementarity problemB-subdifferentialcoercivenessnonsmooth Newton methodpenalized Fischer-Burmeister function

Mathematics Subject Classification ID

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

Cites Work

• Matrix Analysis
• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Applications of second-order cone programming
• Second-order cone programming
• Solution of monotone complementarity problems with locally Lipschitzian functions
• On implementing a primal-dual interior-point method for conic quadratic optimization
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Smoothing functions for second-order-cone complementarity problems
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• A damped Gauss-Newton method for the second-order cone complementarity problem
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• Function spaces and reproducing kernels on bounded symmetric domains
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
• On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
• A penalized Fischer-Burmeister NCP-function
• Title not available (Why is that?)
• Two classes of merit functions for the second-order cone complementarity problem
• Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem

Cited In (3)

• On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems
• A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function
• A penalized Fischer-Burmeister NCP-function

Uses Software

• DIMACS

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