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A continuation method for nonlinear complementarity problems over symmetric cone

Chek Beng Chua(cbchua***at***ntu.edu.sg)
Peng Yi(yipeng***at***ntu.edu.sg)

Abstract: 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.

Keywords: Nonlinear complementarity problem, homotopy Newton method, P-property, symmetric cones, Jordan algebra.

Category 1: Complementarity and Variational Inequalities

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

Download: [PDF]

Entry Submitted: 04/12/2009
Entry Accepted: 04/13/2009
Entry Last Modified: 04/12/2009

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