Lei-Hong Zhang – Optimization Online

AN EFFICIENT ALGORITHM FOR SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEMS

Published: 2013/01/28

Complementarity and Variational Inequalities, Second-Order Cone Programming bisection iteration, globally uniquely solvable property, linear complementarity problems, newton's iteration, second-order cone

Recently, the globally uniquely solvable (GUS) property of the linear transformation $M\in R^{n\times n}$ in the second-order cone linear complementarity problem (SOCLCP) receives much attention and has been studied substantially. Yang and Yuan [30] contributed a new characterization of the GUS property of the linear transformation, which is formulated by basic linear-algebra-related properties. In this … Read more

NOTE ON PAN’S SECOND-ORDER QUASI-NEWTON UPDATES

Published: 2005/03/01, Updated: 2009/11/12

Pan Pingqi

Lei-Hong Zhang

Nonlinear Optimization, Unconstrained Optimization least change property, linear convergence, second-order quasi-newton update

This note, attempts to further Pan’s second-order quasi-Newton methods(\cite{panqn}). To complement the numerical implementation, the linear convergence of a rank-one second-order update and the least change property are presented. Citation1,Department of Mathematics, Southeast University, Nanjing, 210096, P.R.China.