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A continuation method for nonlinear complementarity problems over symmetric cones.

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A continuation method for nonlinear complementarity problems over symmetric cones.

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Title: A continuation method for nonlinear complementarity problems over symmetric cones.
Author: Chua, Chek Beng.; Yi, Peng.
Copyright year: 2010
Abstract: 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.
Subject: DRNTU::Science::Mathematics::Applied mathematics.
Type: Journal Article
Series/ Journal Title: SIAM journal on optimization
School: School of Physical and Mathematical Sciences
Rights: © 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].
Version: Accepted version

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