A Continuous Trust-Region-Type Method for Solving Nonlinear Semidefinite Complementarity Problem

Ying Ji, Tienan Wang and Yijun Li

Abstract and Applied Analysis, 2014, vol. 2014, 1-9

Abstract:

We propose a new method to solve nonlinear semidefinite complementarity problem by combining a continuous method and a trust-region-type method. At every iteration, we need to calculate a second-order cone subproblem. We show the well-definedness of the method. The global convergent result is established.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:589731

DOI: 10.1155/2014/589731

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