A CONTINUATION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS OVER SYMMETRIC CONES

作者：Chua Chek Beng^*; Yi Peng

来源：SIAM Journal on Optimization, 2010, 20(5): 2560-2583.

DOI：10.1137/090755321

• nonlinear complementarity problem
• homotopy Newton method
• P-property
• symmetric cones
• Jordan algebra

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.

• 出版日期2010
• 单位南阳理工学院