A CONTINUATION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS OVER SYMMETRIC CONES

被引：11

作者：

Chua, Chek Beng ^{[1
]}

Yi, Peng ^{[1
]}

机构：

[1] Nanyang Technol Univ, Div Math Sci, Sch Phys & Math Sci, Singapore 637371, Singapore

来源：

SIAM JOURNAL ON OPTIMIZATION | 2010年 / 20卷 / 05期

关键词：

nonlinear complementarity problem; homotopy Newton method; P-property; symmetric cones; Jordan algebra; EUCLIDEAN-JORDAN ALGEBRAS; SMOOTHING NEWTON METHOD; MERIT FUNCTIONS; P-PROPERTIES; VARIATIONAL INEQUALITY; LINEAR TRANSFORMATIONS; NCP;

D O I：

10.1137/090755321

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we introduce a new P-type property for nonlinear functions defined over Euclidean Jordan algebras and study a continuation method for nonlinear complementarity problems over symmetric cones. This new P-type property represents a new class of nonmonotone nonlinear complementarity problems that can be solved numerically.

引用

页码：2560 / 2583

页数：24

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