A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones

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

• Type: Journal
• Year: 2010
• Where: SIAMJO
• Authors: Chek Beng Chua, Peng Yi
• Keywords: Nonlinear Complementarity Problems, Nonlinear Functions, Nonmonotone Nonlinear Complementarity, SIAMJO 2010