An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
JS Chen, P Tseng - Mathematical Programming, 2005 - Springer
A popular approach to solving the nonlinear complementarity problem (NCP) is to
reformulate it as the global minimization of a certain merit function over ℝ n. A popular …
reformulate it as the global minimization of a certain merit function over ℝ n. A popular …
Two classes of merit functions for the second-order cone complementarity problem
JS Chen - Mathematical Methods of Operations Research, 2006 - Springer
Abstract Recently Tseng (Math Program 83: 159–185, 1998) extended a class of merit
functions, proposed by Luo and Tseng (A new class of merit functions for the nonlinear …
functions, proposed by Luo and Tseng (A new class of merit functions for the nonlinear …
On semidefinite representations of second-order conic optimization problems
Second-order conic optimization (SOCO) can be considered as a special case of
semidefinite optimization (SDO). In the literature it has been advised that a SOCO problem …
semidefinite optimization (SDO). In the literature it has been advised that a SOCO problem …
[PDF][PDF] A new merit function and its related properties for the second-order cone complementarity problem
JS Chen - Pacific Journal of Optimization, 2006 - archive.ymsc.tsinghua.edu.cn
Abstract Recently, J.-S. Chen and P. Tseng extended two merit functions for the nonlinear
complementarity problem (NCP) and the semidefinite complementarity problem (SDCP) to …
complementarity problem (NCP) and the semidefinite complementarity problem (SDCP) to …
[HTML][HTML] A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
L Chen, C Ma - Computers & Mathematics with Applications, 2011 - Elsevier
In this paper, we propose a globally and quadratically convergent Newton-type algorithm for
solving monotone second-order cone complementarity problems (denoted by SOCCPs) …
solving monotone second-order cone complementarity problems (denoted by SOCCPs) …
Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem
JS Chen - Journal of Optimization Theory and Applications, 2007 - Springer
Recently this author studied several merit functions systematically for the second-order cone
complementarity problem. These merit functions were shown to enjoy some favorable …
complementarity problem. These merit functions were shown to enjoy some favorable …
On the sensitivity of the optimal partition for parametric second-order conic optimization
In this paper, using an optimal partition approach, we study the parametric analysis of a
second-order conic optimization problem, where the objective function is perturbed along a …
second-order conic optimization problem, where the objective function is perturbed along a …
[PDF][PDF] Robust conic optimization in Python
We review finite convex reformulations of robust and distributionally robust optimization
problems and document their implementation in the conic optimization Python library …
problems and document their implementation in the conic optimization Python library …
Further relationship between second-order cone and positive semidefinite matrix cone
J Zhou, J Tang, JS Chen - Optimization, 2016 - Taylor & Francis
It is well known that second-order cone (SOC) programming can be regarded as a special
case of positive semidefinite programming using the arrow matrix. This paper further studies …
case of positive semidefinite programming using the arrow matrix. This paper further studies …