A Continuous Trust-Region-Type Method for Solving Nonlinear Semidefinite Complementarity Problem

被引:1
|
作者
Ji, Ying [1 ]
Wang, Tienan [1 ]
Li, Yijun [1 ]
机构
[1] Harbin Inst Technol, Harbin 150080, Peoples R China
基金
中国国家自然科学基金;
关键词
CONTINUATION METHODS; OPTIMIZATION;
D O I
10.1155/2014/589731
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We propose a new method to solve nonlinear semidefinite complementarity problem by combining a continuous method and a trust-region-type method. At every iteration, we need to calculate a second-order cone subproblem. We show the well-definedness of the method. The global convergent result is established.
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页数:9
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