Two classes of merit functions for the second-order cone complementarity problem

DOI10.1007/s00186-006-0098-9zbMath1162.90572MaRDI QIDQ857837

Jein-Shan Chen

Publication date: 5 January 2007

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-006-0098-9

zbMATH Keywords

Spectral factorization; Jordan product; Error bound; Level set; Merit function; Second-order cone

Mathematics Subject Classification ID

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

26B05: Continuity and differentiation questions

Related Items

A smoothing Newton method based on a one-parametric class of smoothing function for SOCCP, The penalized Fischer-Burmeister SOC complementarity function, A merit function method for infinite-dimensional SOCCPs, A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems, Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones, A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems, A smoothing-type Newton method for second-order cone programming problems based on a new smooth function, A new smoothing Newton-type method for second-order cone programming problems, A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property, Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem, Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions, Two Classes of Merit Functions for Infinite-Dimensional Second Order Complimentary Problems

Uses Software

• SCCP
• Benchmarks for Optimization Software

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Analysis of nonsmooth vector-valued functions associated with second-order cones.
• Monotone functions on formally real Jordan algebras
• Applications of second-order cone programming
• Merit functions for semi-definite complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• On implementing a primal-dual interior-point method for conic quadratic optimization
• An independent benchmarking of SDP and SOCP solvers
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• A note on treating a second order cone program as a special case of a semidefinite program
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A special newton-type optimization method
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Convex Analysis