A continuation method for the linear second-order cone complementarity problem

Lecture Notes in Computer Science

Volumn 3483, Issue IV, 2005, Pages 290-300

  Xia, Yu ^a   Peng, Jiming ^b  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; FINITE ELEMENT METHOD; NONLINEAR EQUATIONS; PROBLEM SOLVING;

CONE COMPLIMENTARITY PROBLEMS; FINITE STEPS;

LINEAR PROGRAMMING;

EID: 24944552173     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/11424925_32     Document Type: Conference Paper

References (9)

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3. Fischer, A., Peng, J., Terlaky, T.: A new complementarity function for P cones. Manuscript (2003)
4. Fischer, A.: A special Newton-type optimization method. Optimization 24 (1992) 269-284
5. Chen, B., Harker, P.T.: A non-interior-point continuation method for linear complementarity problems. SIAM J. Matrix Anal. Appl. 14 (1993) 1168-1190
6. Kanzow, C.: Some noninterior continuation methods for linear complementarity problems. SIAM J. Matrix Anal. Appl. 17 (1996) 851-868
7. Burke, J.V., Xu, S.: The global linear convergence of a noninterior path-following algorithm for linear complementarity problems. Math. Oper. Res. 23 (1998) 719-734
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9. Alizadeh, F., Schmieta, S.H.: Optimization with semidefinite, quadratic and linear constraints. Technical Report RRR 23-97, RUTCOR, Rutgers University (1997)