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.
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页码：2560 / 2583
页数：24
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