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

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  • Ying Ji
  • Tienan Wang
  • Yijun Li

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.

Suggested Citation

  • Ying Ji & Tienan Wang & Yijun Li, 2014. "A Continuous Trust‐Region‐Type Method for Solving Nonlinear Semidefinite Complementarity Problem," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:589731
    DOI: 10.1155/2014/589731
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    References listed on IDEAS

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    1. Jianzhong Zhang & Nae-Heon Kim & L. Lasdon, 1985. "An Improved Successive Linear Programming Algorithm," Management Science, INFORMS, vol. 31(10), pages 1312-1331, October.
    2. F. Palacios-Gomez & L. Lasdon & M. Engquist, 1982. "Nonlinear Optimization by Successive Linear Programming," Management Science, INFORMS, vol. 28(10), pages 1106-1120, October.
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