Gradient projection method on the sphere, complementarity problems and copositivity

Orizon Pereira Ferreira (), Yingchao Gao (), Sándor Zoltán Németh () and Petra Renáta Rigó
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Orizon Pereira Ferreira: IME/UFG
Yingchao Gao: University of Birmingham
Sándor Zoltán Németh: University of Birmingham

Journal of Global Optimization, 2024, vol. 90, issue 1, No 1, 25 pages

Abstract: Abstract By using a constant step-size, the convergence analysis of the gradient projection method on the sphere is presented for a closed spherically convex set. This algorithm is applied to discuss copositivity of operators with respect to cones. This approach can also be used to analyse solvability of nonlinear cone-complementarity problems. To our best knowledge this is the first numerical method related to the copositivity of operators with respect to the positive semidefinite cone. Numerical results concerning the copositivity of operators are also provided.

Keywords: Gradient projection method on the sphere; Copositivity; Nonlinear cone-complementarity problems; 90C30; 90C33 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-024-01390-4

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