The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra
نویسندگان
چکیده
منابع مشابه
A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
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∗The work was partly supported by a Discovery Grant from NSERC, and the National Natural Science Foundation of China (10671010, 70640420143). 1 Lingchen Kong, Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada; Department of Applied Mathematics, Beijing Jiaotong University, Beijing 100044, P. R. China (e-mail: konglche...
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in this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (hlcps). the algorithm uses only full-newton steps which has the advantage that no line searchs are needed. moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
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A power penalty approach has been proposed to linear complementarity problem but not to Horizontal Linear Complementarity Problem (HLCP) because the coefficient matrix is not positive definite. It is skillfully proved that HLCP is equivalent to a variational inequality problem and a mixed linear complementarity problem for the first time. A power penalty approach is proposed to the mixed linear...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2018
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-018-0689-z