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, issue 1
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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https://doi.org/10.1155/2014/589731
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:589731
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