NDLI: Smoothing algorithms for complementarity problems over symmetric cones

Content Provider	Springer Nature Link
Author	Huang, Zheng Hai Ni, Tie
Copyright Year	2008
Abstract	There recently has been much interest in studying optimization problems over symmetric cones. In this paper, we first investigate a smoothing function in the context of symmetric cones and show that it is coercive under suitable assumptions. We then extend two generic frameworks of smoothing algorithms to solve the complementarity problems over symmetric cones, and prove the proposed algorithms are globally convergent under suitable assumptions. We also give a specific smoothing Newton algorithm which is globally and locally quadratically convergent under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in our analysis. Preliminary numerical results for second-order cone complementarity problems are reported.
Starting Page	557
Ending Page	579
Page Count	23
File Format	PDF
ISSN	09266003
Journal	Computational Optimization and Applications
Volume Number	45
Issue Number	3
e-ISSN	15732894
Language	English
Publisher	Springer US
Publisher Date	2008-04-09
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Complementarity problem Symmetric cone Euclidean Jordan algebra Smoothing algorithm Merit function method Convex and Discrete Geometry Statistics Operations Research/Decision Theory Operations Research, Mathematical Programming Optimization
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Control and Optimization Computational Mathematics

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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