Peng Yi

Uniform nonsingularity and complementarity problems over symmetric cones

  • Chek Beng Chua
  • Huiling Lin
  • Peng Yi
    • Categories Complementarity and Variational Inequalities Tags , , , ,

    We study the uniform nonsingularity property recently proposed by the authors and present its applications to nonlinear complementarity problems over a symmetric cone. In particular, by addressing theoretical issues such as the existence of Newton directions, the boundedness of iterates and the nonsingularity of B-subdifferentials, we show that the non-interior continuation method proposed by Xin … Read more

    A continuation method for nonlinear complementarity problems over symmetric cone

  • Chek Beng Chua
  • Peng Yi
    • Categories Complementarity and Variational Inequalities Tags , , , ,

    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. CitationResearch Report, Division of Mathematical Sciences, School of … Read more