A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones
We present a new barrier-based method of constructing smoothing approximations for the Euclidean projector onto closed convex cones. These smoothing approximations are used in a smoothing proximal point algorithm to solve monotone nonlinear complementarity problems (NCPs) over a convex cone via the...
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Main Authors: | Chua, Chek Beng., Li, Zhen. |
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Other Authors: | School of Physical and Mathematical Sciences |
Format: | Article |
Language: | English |
Published: |
2013
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Online Access: | https://hdl.handle.net/10356/97077 http://hdl.handle.net/10220/13174 |
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Institution: | Nanyang Technological University |
Language: | English |
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