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Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects

Akiko Yoshise ()
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Akiko Yoshise: University of Tsukuba

Chapter Chapter 12 in Handbook on Semidefinite, Conic and Polynomial Optimization, 2012, pp 339-375 from Springer

Abstract: Abstract 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 last decade. Many of studies done on the SCCP can be categorized into the three research themes, interior point methods for the SCCP, merit or smoothing function methods for the SCCP, and various properties of the SCCP. In this paper, we will provide a brief survey on the recent developments on these three themes.

Keywords: Complementarity Problem; Merit Function; Smoothing Function; Symmetric Cone; Nonlinear Complementarity Problem (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4614-0769-0_12

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