A continuation method for nonlinear complementarity problems over symmetric cones

A continuation method for nonlinear complementarity problems over symmetric cones

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 prob...

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Main Authors: Chua, Chek Beng., Yi, Peng.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2011
Subjects:
DRNTU::Science::Mathematics::Applied mathematics
Online Access:https://hdl.handle.net/10356/91550
http://hdl.handle.net/10220/6829
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-915502023-02-28T19:37:34Z A continuation method for nonlinear complementarity problems over symmetric cones Chua, Chek Beng. Yi, Peng. School of Physical and Mathematical Sciences DRNTU::Science::Mathematics::Applied mathematics 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. Accepted version 2011-06-22T08:51:14Z 2019-12-06T18:07:42Z 2011-06-22T08:51:14Z 2019-12-06T18:07:42Z 2010 2010 Journal Article Chua, C. B., & Yi, P. (2010). A continuation method for nonlinear complementarity problems over symmetric cones. SIAM journal on optimization, 20(5), 2560-2583. 1052-6234 https://hdl.handle.net/10356/91550 http://hdl.handle.net/10220/6829 10.1137/090755321 155103 en SIAM journal on optimization © 2010 Society for Industrial and Applied Mathematics. This is the author created version of a work that has been peer reviewed and accepted for publication by SIAM Journal on Optimization, Society for Industrial and Applied Mathematics. It incorporates referee’s comments but changes resulting from the publishing process, such as copyediting, structural formatting, may not be reflected in this document. The published version is available at: [DOI: http://dx.doi.org/10.1137/090755321]. 24 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Science::Mathematics::Applied mathematics
spellingShingle DRNTU::Science::Mathematics::Applied mathematics
Chua, Chek Beng.
Yi, Peng.
A continuation method for nonlinear complementarity problems over symmetric cones
description 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.
author2 School of Physical and Mathematical Sciences
author_facet School of Physical and Mathematical Sciences
Chua, Chek Beng.
Yi, Peng.
format Article
author Chua, Chek Beng.
Yi, Peng.
author_sort Chua, Chek Beng.
title A continuation method for nonlinear complementarity problems over symmetric cones
title_short A continuation method for nonlinear complementarity problems over symmetric cones
title_full A continuation method for nonlinear complementarity problems over symmetric cones
title_fullStr A continuation method for nonlinear complementarity problems over symmetric cones
title_full_unstemmed A continuation method for nonlinear complementarity problems over symmetric cones
title_sort continuation method for nonlinear complementarity problems over symmetric cones
publishDate 2011
url https://hdl.handle.net/10356/91550
http://hdl.handle.net/10220/6829
_version_ 1759853640935276544

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