Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones

نویسنده

  • Akiko Yoshise
چکیده

We study the continuous trajectories for solving monotone nonlinear mixed complementarity problems over symmetric cones. While the analysis in [5] depends on the optimization theory of convex log-barrier functions, our approach is based on the paper of Monteiro and Pang [17], where a vast set of conclusions concerning continuous trajectories is shown for monotone complementarity problems over the cone of symmetric positive semidefinite matrices. As an application of the results, we propose a homogeneous model for standard monotone nonlinear complementarity problems over symmetric cones and discuss its theoretical aspects.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 17  شماره 

صفحات  -

تاریخ انتشار 2006