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

DOI10.1007/S00186-006-0098-9MaRDI QIDQ857837zbMATH OpenOpenAlexFDO

Authors 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

Jordan productError boundSpectral factorizationLevel setMerit functionSecond-order cone

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Continuity and differentiation questions (26B05)

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Cites work

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Cited in

(44)

• Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones
• A power penalty method for second-order cone linear complementarity problems
• scientific article; zbMATH DE number 5800589 (Why is no real title available?)
• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• Differentiability v.s. convexity for complementarity functions
• The penalized Fischer-Burmeister SOC complementarity function
• Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
• On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems
• A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
• Improved convergence results for an inexact smoothing method for the second-order cone complementarity problem
• A path following interior-point method for linear complementarity problems over circular cones
• A new smoothing Newton-type method for second-order cone programming problems
• A smoothing-type Newton method for second-order cone programming problems based on a new smooth function
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• A smoothing Newton method based on a one-parametric class of smoothing function for SOCCP
• Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
• A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• Three classes of merit functions for the complementarity problem over a closed convex cone
• A merit function method for infinite-dimensional SOCCPs
• A new merit function and its related properties for the second-order cone complementarity problem
• A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function
• On the generalized fischer-burmeister merit function for the second-order cone complementarity problem
• A modified LM algorithm for tensor complementarity problems over the circular cone
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
• A power penalty method for second-order cone nonlinear complementarity problems
• A two-parametric class of merit functions for the second-order cone complementarity problem
• Smooth-like lower order penalty approach for solving second-order cone mixed complementarity problems
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects
• Constructions of complementarity functions and merit functions for circular cone complementarity problem
• A new class of merit functions for SOCP and the global error bound
• On merit functions for \(p\)-order cone complementarity problem
• SOR-like iteration methods for second-order cone linear complementarity problems
• Two Classes of Merit Functions for Infinite-Dimensional Second Order Complimentary Problems
• Smoothing penalty approach for solving second-order cone complementarity problems
• A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
• A one-parametric class of merit functions for the second-order cone complementarity problem
• A one-parametric class of merit functions for the symmetric cone complementarity problem
• A new complementarity function and applications in stochastic second-order cone complementarity problems
• Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions
• Discovery of new complementarity functions for NCP and SOCCP

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Uses Software

• Benchmarks for Optimization Software
• SCCP

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