A continuation method for nonlinear complementarity problems over symmetric cone

  • Chek Beng Chua
  • Peng Yi
    • Categories Complementarity and Variational Inequalities Tags , , , , Short URL: https://optimization-online.org/?p=10727

    In this paper, we introduce a new P-type condition for nonlinear functions defined over Euclidean Jordan algebras, and study a continuation method for nonlinear complementarity problems over symmetric cones. This new P-type condition represents a new class of nonmonotone nonlinear complementarity problems that can be solved numerically.

    Citation

    Research Report, Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, April 2009.

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