A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones

Authors:
Chek Beng Chua;Peng Yi
Affiliations:
cbchua@ntu.edu.sg;yipeng@ntu.edu.sg
Venue:
SIAM Journal on Optimization
Year:
2010

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Abstract

In this paper, we introduce a new $P$-type property for nonlinear functions defined over Euclidean Jordan algebras and study a continuation method for nonlinear complementarity problems over symmetric cones. This new $P$-type property represents a new class of nonmonotone nonlinear complementarity problems that can be solved numerically.