Non-interior continuation methods for solving semidefinite complementarity problems

Mathematical Programming, Series B

Volumn 95, Issue 3, 2003, Pages 431-474

  Chen, Xin ^a   Tseng, Paul ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Global convergence; Local superlinear convergence; Non interior continuation; Semidefinite complementarity problem; Smoothing function

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; ITERATIVE METHODS; LINEAR PROGRAMMING; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA;

GLOBAL CONVERGENCE; LOCAL SUPERLINEAR CONVERGENCE; NON-INTERIOR CONTINUATION; SEMIDEFINITE COMPLEMENTARITY PROBLEM; SMOOTHING FUNCTION;

PROBLEM SOLVING;

EID: 0346405888     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-002-0306-1     Document Type: Article

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