The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra

DOI10.1007/s10898-018-0689-zzbMath1425.90118arXiv1710.03162OpenAlexW2963436480WikidataQ129523161 ScholiaQ129523161MaRDI QIDQ670662

M. Seetharama Gowda, Jiyuan Tao, Xiaoni Chi

Publication date: 18 March 2019

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.03162

zbMATH Keywords

degreeEuclidean Jordan algebra\(\mathbf{R}_0\)-pairweighted horizontal linear complementarity problem

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (11)

A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems ⋮ Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm ⋮ A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI ⋮ Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras ⋮ An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems ⋮ The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function ⋮ Unnamed Item ⋮ A full-Newton step infeasible interior-point method for the special weighted linear complementarity problem ⋮ A new smoothing-type algorithm for nonlinear weighted complementarity problem ⋮ A smoothing Newton method with a mixed line search for monotone weighted complementarity problems ⋮ A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sufficient weighted complementarity problems
• Some P-properties for linear transformations on Euclidean Jordan algebras
• Schur complements and statistics
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• Generalizations of \(\mathbf P_ 0\)- and \(\mathbf P\)-properties; extended vertical and horizontal linear complementarity problems
• A path to the Arrow-Debreu competitive market equilibrium
• Consensus of Subjective Probabilities: The Pari-Mutuel Method
• Applications of Degree Theory to Linear Complementarity Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Weighted Complementarity Problems---A New Paradigm for Computing Equilibria
• Interior-point algorithms for a generalization of linear programming and weighted centring
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems

This page was built for publication: The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra