Conic optimization and complementarity problems

SZ Németh, G Zhang - arXiv preprint arXiv:1607.05161, 2016 - arxiv.org
arXiv:1607.05161v1 [math.OC] 18 Jul 2016 Page 1 arXiv:1607.05161v1 [math.OC] 18 Jul
2016 Conic optimization and complementarity problems SZ Németh University of …

Complementarity problems over symmetric cones: a survey of recent developments in several aspects

A Yoshise - Handbook on Semidefinite, Conic and Polynomial …, 2012 - Springer
The complementarity problem over a symmetric conic (that we call the Symmetric Conic
Complementarity Problem, or the SCCP) has received much attention of researchers in the …

Penalized complementarity functions on symmetric cones

S Kum, Y Lim - Journal of Global optimization, 2010 - Springer
We show that penalized functions of the Fischer–Burmeister and the natural residual
functions defined on symmetric cones are complementarity functions. Boundedness of the …

[PDF][PDF] Construction of merit functions for ellipsoidal cone complementarity problem

XH Miao, Y Lu, JS Chen - Pacific Journal of Optimization, 2020 - math.ntnu.edu.tw
Nonsymmetric cone program and its corresponding complementarity problem have long
been mysterious to optimization researchers because of no unified analysis technique to …

Note on the equivalence of Kuhn-Tucker complementarity conditions to an equation

AP Wierzbicki - Journal of Optimization Theory and Applications, 1982 - Springer
This note presents a more general and simple proof with geometric interpretations of the
equivalence of the complementarity problem to an equation (or a system of equations) …

On the range of the pseudomonotone second-order cone linear complementarity problem

WH Yang, LH Zhang, C Shen - Journal of Optimization Theory and …, 2017 - Springer
In this paper, we provide a complete characterization of the range of the pseudomonotone
second-order cone linear complementarity problem. In particular, by answering the three …

[PDF][PDF] Studies on Second-Order Cone Complementarity Problems

S Hayashi - 2005 - repository.kulib.kyoto-u.ac.jp
In this thesis, we study the second-order cone complementarity problem, SOCCP for short.
This problem is to find a solution satisfying a system of equations and a complementarity …

New constrained optimization reformulation of complementarity problems

A Fischer - Journal of Optimization Theory and Applications, 1998 - Springer
We suggest a reformulation of the complementarity problem CP (F) as a minimization
problem with nonnegativity constraints. This reformulation is based on a particular …

An unconstrained smooth minimization reformulation of the second-order cone complementarity problem

JS Chen, P Tseng - Mathematical Programming, 2005 - Springer
A popular approach to solving the nonlinear complementarity problem (NCP) is to
reformulate it as the global minimization of a certain merit function over ℝ n. A popular …

A new class of complementarity functions for symmetric cone complementarity problems

YM Li, XT Wang, DY Wei - Optimization Letters, 2011 - Springer
A popular approach to solving the complementarity problem is to reformulate it as an
equivalent equation system via a complementarity function. In this paper, we propose a new …