Smoothing algorithms for complementarity problems over symmetric cones
From MaRDI portal
The authors study a smoothing function in the context of symmetric cones and show that this function is coercive under some suitable conditions. Another objective of this paper is to extend two generic frameworks of smoothing algorithms to solve the complementarity problems over symmetric cones and to show the global convergence of the algorithms under suitable assumptions. The authors also provide a specific smoothing Newton algorithm which is globally and locally quadratically convergent under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in the analysis. Some numerical results of a smoothing Newton algorithm for solving second-order cone complementarity problems are also reported.
Recommendations
- A smoothing Newton method for symmetric cone complementarity problems
- Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions
- The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
- Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones
- A smoothing inexact Newton method for symmetric cone complementarity problems
Cites work
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- A homogeneous model for mixed complementarity problems over symmetric cones
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties
- A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
- A Non-Interior-Point Continuation Method for Linear Complementarity Problems
- A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions
- A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization 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.
- Automorphism Invariance of P- and GUS-Properties of Linear Transformations on Euclidean Jordan Algebras
- Beyond Monotonicity in Regularization Methods for Nonlinear Complementarity Problems
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Convergence properties of a non-interior-point smoothing algorithm for the \(P*\)NCP
- Critical point theory and submanifold geometry
- Euclidean Jordan algebras and interior-point algorithms
- Extension of primal-dual interior point algorithms to symmetric cones
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- scientific article; zbMATH DE number 4088853 (Why is no real title available?)
- scientific article; zbMATH DE number 715155 (Why is no real title available?)
- scientific article; zbMATH DE number 1534294 (Why is no real title available?)
- Improved smoothing-type methods for the solution of linear programs
- Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
- Jordan-algebraic aspects of nonconvex optimization over symmetric cones
- Linear systems in Jordan algebras and primal-dual interior-point algorithms
- Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
- Merit functions for semi-definite complementarity problems
- Monotone functions on formally real Jordan algebras
- New smooth C-functions for symmetric cone complementarity problems
- Non-interior continuation methods for solving semidefinite complementarity problems
- Numerical Methods for Quasi‐Linear Elliptic Equations with Nonlinear Boundary Conditions
- On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
- Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
- Primal-dual algorithms and infinite-dimensional Jordan algebras of finite rank
- Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
- Semismooth Matrix-Valued Functions
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- Some P-properties for linear transformations on Euclidean Jordan algebras
- The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem
Cited in
(86)- Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
- A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function
- Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
- A generalized smoothing Newton method for the symmetric cone complementarity problem
- A new smoothing and regularization Newton method for the symmetric cone complementarity problem
- A non-monotone regularization Newton method for the second-order cone complementarity problem
- Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
- Complementarity properties of the Lyapunov transformation over symmetric cones
- A power penalty method for second-order cone linear complementarity problems
- A smoothing-type algorithm for solving inequalities under the order induced by a symmetric cone
- A smoothing Newton method for absolute value equation associated with second-order cone
- A smoothing Newton method for symmetric cone complementarity problems
- A nonmonotone smoothing Newton algorithm for weighted complementarity problem
- Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines
- Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems.
- An approximate lower order penalty approach for solving second-order cone linear complementarity problems
- A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian \(P_0\)-property
- Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
- Extension of the LP-Newton method to conic programming problems via semi-infinite representation
- A new projected Barzilai-Borwein method for the symmetric cone complementarity problem
- On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems
- A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems
- An inexact modified Newton method for VISCC and application in grasping force
- Tensor complementarity problems. II: Solution methods
- A matrix-free smoothing algorithm for large-scale support vector machines
- Predictor-corrector inexact smoothing algorithm for symmetric cone complementarity problems with Cartesian \(P_0\)-property
- A smoothing Newton method for symmetric cone complementarity problem
- Global and global linear convergence of smoothing algorithm for the Cartesian \(P_*(\kappa)\)-SCLCP
- Some P-properties of the quadratic representations and automorphism invariance in Euclidean Jordan algebras
- A regularized smoothing Newton-type algorithm for quasi-variational inequalities
- Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions
- An algorithm for a class of nonlinear complementarity problems with non-Lipschitzian functions
- Extension of smoothing functions to symmetric cone complementarity problems
- A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
- The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
- An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems
- A new non-interior continuation method for solving the second-order cone complementarity problem
- Solvability based on E-property for the nonlinear symmetric cone complementarity problem
- An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function
- Complementarity problems over symmetric cones: A survey of recent developments in several aspects
- A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
- A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP
- A nonmonotone smoothing Newton method for circular cone programming
- Three classes of merit functions for the complementarity problem over a closed convex cone
- An inexact smoothing method for the monotone complementarity problem over symmetric cones
- On the Lorentz cone complementarity problems in infinite-dimensional real Hilbert space
- A fixed-point method for a class of super-large scale nonlinear complementarity problems
- Derivatives of eigenvalues and Jordan frames
- scientific article; zbMATH DE number 5670827 (Why is no real title available?)
- A smoothing Newton method for the second-order cone complementarity problem.
- The Hölder continuity of Löwner's operator in Euclidean Jordan algebras
- A full-Newton step non-interior continuation algorithm for a class of complementarity problems
- A regularized smoothing Newton method for solving the symmetric cone complementarity problem
- Monotonicity of Löwner operators and its applications to symmetric cone complementarity problems
- A homogeneous smoothing-type algorithm for symmetric cone linear programs
- 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
- scientific article; zbMATH DE number 7442528 (Why is no real title available?)
- scientific article; zbMATH DE number 7112925 (Why is no real title available?)
- Formulating an \(n\)-person noncooperative game as a tensor complementarity problem
- A projection and contraction method for symmetric cone complementarity problem
- A new class of complementarity functions for symmetric cone complementarity problems
- An efficient algorithm for second-order cone linear complementarity problems
- Extension of smoothing Newton algorithms to solve linear programming over symmetric cones
- 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
- Convergence of a non-interior continuation algorithm for the monotone SCCP
- A generalized Newton method for absolute value equations associated with second order cones
- A predictor-corrector smoothing Newton method for symmetric cone complementarity problems
- Finite termination of a Newton-type algorithm for a class of affine variational inequality problems
- Polynomial time solvability of non-symmetric semidefinite programming
- Stationary point conditions for the FB merit function associated with symmetric cones
- Pseudomonotonicity of nonlinear transformations on Euclidean Jordan algebras
- A new C-function for symmetric cone complementarity problems
- A non-monotone smoothing Newton algorithm for absolute value equations associated with second-order cone
- Smoothing penalty approach for solving second-order cone complementarity problems
- A generalized Newton method for absolute value equations associated with circular cones
- A regularization smoothing Newton method for the symmetric cone complementarity problem with the Cartesian P₀-property
- The solvability of weighted complementarity problems and a smoothing Newton algorithm under the local error bound
- A new class of smoothing complementarity functions over symmetric cones
- A projection recurrent neural network method for solving absolute value equations associated with second-order cones
- Smooth-like lower order penalty approach for solving second-order cone mixed complementarity problems
- A smoothing Newton method with a mixed line search for monotone weighted complementarity problems
- Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones
- Analysis of a smoothing method for symmetric conic linear programming
- Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones
This page was built for publication: Smoothing algorithms for complementarity problems over symmetric cones
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q967217)
