General Interior-Point Maps and Existence of Weighted Paths for Nonlinear Semidefinite Complementarity Problems

General Interior-Point Maps and Existence of Weighted Paths for Nonlinear Semidefinite Complementarity Problems
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非线性半定互补问题的一般内点映射和加权路径的存在性

DOI:
10.1287/moor.25.3.381.12216
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发表时间:
2000
期刊:
Math. Oper. Res.
影响因子:
--
通讯作者:
P. R. Zanjácomo
P. R. Zanjácomo
中科院分区:
--
文献类型:
--
作者:
R. Monteiro;P. R. Zanjácomo

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本文扩展了Monteiro和Pang(1998)的先前工作,研究了可用于描述对称正半定矩阵锥上单调非线性互补问题的中心路径的基本映射的性质。本文没有像Monteiro和Pang(1998)的方法那样将我们的注意力集中在特定的地图上,而是考虑了基本地图的一般形式,并介绍了地图上的条件,使我们能够将Monteiro和Pang(1998)的主要结果扩展到这个一般地图。每个基本图都指向一系列“加权”连续轨迹,其中包括作为特殊情况的中心轨迹。因此,对于对称正半定矩阵锥上的互补问题,加权中心路径的概念取决于用来表示中心路径的基本映射。
Extending the previous work of Monteiro and Pang (1998), this paper studies properties of fundamental maps that can be used to describe the central path of the monotone nonlinear com-plementarity problems over the cone of symmetric positive semidefinite matrices. Instead of focusing our attention on a specific map as was done in the approach of Monteiro and Pang (1998), this paper considers a general form of a fundamental map and introduces conditions on the map that allow us to extend the main results of Monteiro and Pang (1998) to this general map. Each fundamental map leads to a family of "weighted" continuous trajectories which include the central trajectory as a special case. Hence, for complementarity problems over the cone of symmetric positive semidefinite matrices, the notion of weighted central path depends on the fundamental map used to represent the central path.
DOI: 10.1007/bf01580085
发表时间: 1998-05
影响因子: 2.7
作者:
R. Monteiro;Yin Zhang
通讯作者: R. Monteiro;Yin Zhang