On two interior-point mappings for nonlinear semidefinite complementarity problems

成果类型:
Article
署名作者:
Monteiro, RDC; Pang, JS
署名单位:
University System of Georgia; Georgia Institute of Technology; Johns Hopkins University
刊物名称:
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN:
0364-765X
DOI:
10.1287/moor.23.1.39
发表日期:
1998
页码:
39-60
关键词:
摘要:
Extending our previous work (Monteiro and Pang 1996), this paper studies properties of two fundamental mappings associated with the family of interior-point methods for solving monotone nonlinear complementarity problems over the cone of symmetric positive semidefinite matrices. The first of these maps lead to a family of new continuous trajectories which include the central trajectory as a special case. These trajectories completely fill up the set of interior feasible points of the problem in the same way as the weighted central paths do the interior of the feasible region of a linear program. Unlike the approach based on the theory of maximal monotone maps taken by Shida and Shindoh(1996) and Shida, Shindoh, and Kojima (1995), our approach is based on the theory of local homeomorphic maps in nonlinear analysis.
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