Non-interior continuation methods for solving semidefinite complementarity problems. Chen, X. & Tseng, P. MATHEMATICAL PROGRAMMING, 95(3):431-474, SPRINGER-VERLAG, 175 FIFTH AVE, NEW YORK, NY 10010 USA, MAR, 2003. doi abstract bibtex There recently has been much interest in non-interior continuation/smoothing methods for solving linear/nonlinear complementarity problems. We describe extensions of such methods to complementarity problems defined over the cone of block-diagonal symmetric positive semidefinite real matrices. These extensions involve the Chen-Mangasarian class of smoothing functions and the smoothed Fischer-Burmeister function. Issues such as existence of Newton directions, boundedness of iterates, global convergence, and local superlinear convergence will be studied. Preliminary numerical experience on semidefinite linear programs is also reported.
@article{ smooth1,
author = {Chen, X and Tseng, P},
title = {{Non-interior continuation methods for solving semidefinite
complementarity problems}},
journal = {{MATHEMATICAL PROGRAMMING}},
year = {{2003}},
volume = {{95}},
number = {{3}},
pages = {{431-474}},
month = {{MAR}},
abstract = {{There recently has been much interest in non-interior
continuation/smoothing methods for solving linear/nonlinear
complementarity problems. We describe extensions of such methods to
complementarity problems defined over the cone of block-diagonal
symmetric positive semidefinite real matrices. These extensions involve
the Chen-Mangasarian class of smoothing functions and the smoothed
Fischer-Burmeister function. Issues such as existence of Newton
directions, boundedness of iterates, global convergence, and local
superlinear convergence will be studied. Preliminary numerical
experience on semidefinite linear programs is also reported.}},
publisher = {{SPRINGER-VERLAG}},
address = {{175 FIFTH AVE, NEW YORK, NY 10010 USA}},
type = {{Article}},
language = {{English}},
affiliation = {{Chen, X (Reprint Author), Univ Washington, Dept Math, Seattle, WA 98195 USA.
Univ Washington, Dept Math, Seattle, WA 98195 USA.}},
doi = {{10.1007/s10107-002-0306-1}},
issn = {{0025-5610}},
keywords = {{semidefinite complementarity problem; smoothing function; non-interior
continuation; global convergence; local superlinear convergence}},
keywords-plus = {{CONSTRAINED VARIATIONAL-INEQUALITIES; GLOBAL LINEAR CONVERGENCE;
PATH-FOLLOWING ALGORITHM; UNIFORM P-FUNCTIONS; POINT METHODS;
ERROR-BOUNDS; LOCAL CONVERGENCE; SMOOTHING METHODS}},
subject-category = {{Computer Science, Software Engineering; Operations Research \&
Management Science; Mathematics, Applied}},
number-of-cited-references = {{54}},
times-cited = {{48}},
journal-iso = {{Math. Program.}},
doc-delivery-number = {{670BG}},
unique-id = {{ISI:000182386900001}}
}
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We describe extensions of such methods to complementarity problems defined over the cone of block-diagonal symmetric positive semidefinite real matrices. These extensions involve the Chen-Mangasarian class of smoothing functions and the smoothed Fischer-Burmeister function. Issues such as existence of Newton directions, boundedness of iterates, global convergence, and local superlinear convergence will be studied. 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Issues such as existence of Newton\n directions, boundedness of iterates, global convergence, and local\n superlinear convergence will be studied. 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