A damped Gauss-Newton method for the second-order cone complementarity problem

DOI10.1007/S00245-008-9054-9zbMATH Open1169.49031OpenAlexW2138437205MaRDI QIDQ836060FDOQ836060

Authors: Shaohua Pan, Jein-Shan Chen 

Publication date: 31 August 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-008-9054-9

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zbMATH Keywords

complementarityFischer-Burmeister functionsecond-order conesgeneralized Newton method\(B\)-subdifferential

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)

Cites Work

• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Title not available (Why is that?)
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Applications of second-order cone programming
• Second-order cone programming
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• 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 New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• 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 nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
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• A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss--Newton Method
• Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem

Cited In (37)

• Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones
• A power penalty method for second-order cone linear complementarity problems
• A smoothing quasi-Newton method for solving general second-order cone complementarity problems
• On the Lorentz cone complementarity problems in infinite-dimensional real Hilbert space
• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• Lipschitz continuity of the solution mapping of symmetric cone complementarity problems
• Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
• A new non-interior continuation method for solving the second-order cone complementarity problem
• The penalized Fischer-Burmeister SOC complementarity function
• A smoothing Newton method for the second-order cone complementarity problem.
• A Krylov subspace method for large-scale second-order cone linear complementarity problem
• A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
• An efficient algorithm for second-order cone linear complementarity problems
• A proximal point algorithm for the monotone second-order cone complementarity problem
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• Title not available (Why is that?)
• The Jacobian consistency of a smoothed Fischer-Burmeister function associated with second-order cones
• A merit function method for infinite-dimensional SOCCPs
• A modified LM algorithm for tensor complementarity problems over the circular cone
• A new one-step smoothing Newton method for the second-order cone complementarity problem
• A new method for solving second-order cone eigenvalue complementarity problems
• Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• A proximal gradient descent method for the extended second-order cone linear complementarity problem
• Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• A power penalty method for second-order cone nonlinear complementarity problems
• A linearly convergent derivative-free descent method for the second-order cone complementarity problem
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects
• Two Classes of Merit Functions for Infinite-Dimensional Second Order Complimentary Problems
• An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem
• A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
• A new complementarity function and applications in stochastic second-order cone complementarity problems

Uses Software

• SeDuMi

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