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Complementarity Problems over Symmetric Cones: A Survey of Recent Developments in Several Aspects

Akiko Yoshise (yoshise***at***sk.tsukuba.ac.jp)

Abstract: The complementarity problem over a symmetric cone (that we call the Symmetric Cone Complementarity Problem, or the SCCP) has received much attention of researchers in the last decade. Most of studies done on the SCCP can be categorized into the three research themes, interior point methods for the SCCP, merit or smoothing function methods for the SCCP, and various properties of the SCCP. In this paper, we will provide a brief survey on the recent developments on these three themes.

Keywords: Conic complementarity problem, Interior point method, Merit function method

Category 1: Complementarity and Variational Inequalities

Category 2: Linear, Cone and Semidefinite Programming (Other )

Citation: Discussion Paper Series No. 1262, Department of Social Systems and Management, University of Tsukuba

Download: [PDF]

Entry Submitted: 07/21/2010
Entry Accepted: 07/21/2010
Entry Last Modified: 12/20/2010

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