A continuation method for nonlinear complementarity problems over symmetric cones
Chua, Chek Beng.
Date of Issue2010
School of Physical and Mathematical Sciences
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.
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].