Artículos de revistas
Box-constrained Minimization Reformulations Of Complementarity Problems In Second-order Cones
Registro en:
Journal Of Global Optimization. , v. 40, n. 4, p. 505 - 527, 2008.
9255001
10.1007/s10898-006-9109-x
2-s2.0-39749087418
Autor
Andreani R.
Friedlander A.
Mello M.P.
Santos S.A.
Institución
Resumen
Reformulations of a generalization of a second-order cone complementarity problem (GSOCCP) as optimization problems are introduced, which preserve differentiability. Equivalence results are proved in the sense that the global minimizers of the reformulations with zero objective value are solutions to the GSOCCP and vice versa. Since the optimization problems involved include only simple constraints, a whole range of minimization algorithms may be used to solve the equivalent problems. Taking into account that optimization algorithms usually seek stationary points, a theoretical result is established that ensures equivalence between stationary points of the reformulation and solutions to the GSOCCP. Numerical experiments are presented that illustrate the advantages and disadvantages of the reformulations. © 2007 Springer Science+Business Media, Inc. 40 4 505 527 Alizadeh, F., Goldfarb, D., Second-order cone programming (2003) Math. Program., 95, pp. 3-51 Andreani, R., Friedlander, A., Mello, M.P., Santos, S.A., (2005) Generalized Second-order Complementarity Problems: Theory and Numerical Experiments, , http://www.ime.unicamp.br/andreani, Technical Report, IMECC, Unicamp, January Andreani, R., Friedlander, A., Santos, S.A., On the resolution of generalized nonlinear complementarity problems (2001) SIAM J. Optimiz., 12, pp. 303-321 Andreani, R., Martínez, J.M., Schuverdt, M.L., On the relation between constant positive linear dependence condition and quasinormality constraint qualification (2005) J. Optimiz. Theory Appl., 125, pp. 473-485 Bertsekas, D.P., (1999) Nonlinear Programming, , 2 Athena Scientific Belmont, Massachusetts Bielchowsky, R.H., Friedlander, A., Gomes, F.A.M., Martínez, J.M., Raydan, M., An adaptive algorithm for bound constrained quadratic minimization (1997) Invest. Operat., 7, pp. 67-102 Buss, M., Hashimoto, H., Moore, J.B., Dextrous hand grasping force optimization (1996) IEEE Trans. Robot. Automat., 12, pp. 406-418 Chen, J.-S., Tseng, P., (2004) An Unconstrained Smooth Minimization Reformulation of the Second-order Cone Complementarity Problem, , Technical Report, July Chen, J.-S., (2004) A New Merit Function and Its Related Properties for the Second-order Cone Complementarity Problem, , Technical Report, October Facchinei, F., Soares, J., A new merit function for nonlinear complementarity problems and a related algorithm (1997) SIAM J. Optimiz., 7, pp. 225-247 Ferris, M.C., Pang, J.-S., Engineering and economic applications for nonlinear complementarity problems (1997) SIAM Rev., 39, pp. 669-713 Fischer, A., A special Newton-type optimization methods (1992) Optimization, 24, pp. 269-284 Friedlander, A., Martínez, J.M., Santos, S.A., A new trust region algorithm for bound constrained minimization (1994) Appl. Math. Optimiz., 30, pp. 235-266 Geiger, C., Kanzow, C., On the resolution of monotone complementarity problems (1996) Comput. Optimiz. Appl., 5, pp. 155-173 Han, L., Trinkle, J.C., Li, Z.X., Grasp analysis as linear matrix inequality problems (2000) IEEE Trans. Robot. Automat., 16, pp. 663-674. , 06 Hayashi, S., Yamashita, N., Fukushima, M., A combined smoothing and regularization method for monotone second-order cone complementarity problems (2005) SIAM J. Optimiz., 15, pp. 593-615 Krejić, N., Martínez, J.M., Mello, M.P., Pilotta, E.A., Validation of an augmented Lagrangian algorithm with a Gauss-Newton Hessian approximation using a set of hard-spheres problems (2000) Comput. Optimiz. Appl., 16, pp. 247-263 Lobo, M., Vandenberghe, L., Boyd, S., Lebret, H., Applications of second-order cone programming (1998) Linear Algebra Appl., 284, pp. 193-228 Peng, J.-M., Yuan, Y.-X., Unconstrained methods for generalized complementarity Problems (1997) J. Comput. Math., 15, pp. 253-264 Yamada, K., Yamashita, N., Fukushima, M., Pillo, G.D., Giannessi, F., A new derivative-free descent method for the nonlinear complementarity problem (2000) Nonlinear Optimization and Related Topics, pp. 463-489. , Kluwer Academic Publishers Netherlands