A Continuous Trust-Region-Type Method for Solving Nonlinear Semidefinite Complementarity Problem

Ying Ji, Tienan Wang, Yijun Li
2014 Abstract and Applied Analysis  
We propose a new method to solve nonlinear semidefinite complementarity problem by combining a continuous method and a trust-region-type method. At every iteration, we need to calculate a second-order cone subproblem. We show the well-definedness of the method. The global convergent result is established.
doi:10.1155/2014/589731 fatcat:m75kghnvwrazvlz4kvbwsh6t6y