In this paper,we propose a new full-Newton step feasible interior-point algorithm for the special weighted linear complementarity problems.The proposed algorithm employs the technique of algebraic equivalent transform...In this paper,we propose a new full-Newton step feasible interior-point algorithm for the special weighted linear complementarity problems.The proposed algorithm employs the technique of algebraic equivalent transformation to derive the search direction.It is shown that the proximity measure reduces quadratically at each iteration.Moreover,the iteration bound of the algorithm is as good as the best-known polynomial complexity for these types of problems.Furthermore,numerical results are presented to show the efficiency of the proposed algorithm.展开更多
In this paper,a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementarity problem is designed and analyzed.The algorithm employs a kernel function with a linear ...In this paper,a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementarity problem is designed and analyzed.The algorithm employs a kernel function with a linear growth term to derive the search direction,and by introducing new technical results and selecting suitable parameters,we prove that the iteration bound of the algorithm is as good as best-known polynomial complexity of interior-point methods.Furthermore,numerical results illustrate the efficiency of the proposed method.展开更多
Given a real finite-dimensional or infinite-dimensional Hilbert space H with a Jordan product, the second-order cone linear complementarity problem(SOCLCP)is considered. Some conditions are investigated, for which the...Given a real finite-dimensional or infinite-dimensional Hilbert space H with a Jordan product, the second-order cone linear complementarity problem(SOCLCP)is considered. Some conditions are investigated, for which the SOCLCP is feasible and solvable for any element q?H. The solution set of a monotone SOCLCP is also characterized. It is shown that the second-order cone and Jordan product are interconnected.展开更多
This paper considers the so-called expected residual minimization(ERM)formulation for stochastic second-order cone complementarity problems,which is based on a new complementarity function called termwise residual com...This paper considers the so-called expected residual minimization(ERM)formulation for stochastic second-order cone complementarity problems,which is based on a new complementarity function called termwise residual complementarity function associated with second-order cone.We show that the ERM model has bounded level sets under the stochastic weak R0-property.We further derive some error bound results under either the strong monotonicity or some kind of constraint qualifications.Then,we apply the Monte Carlo approximation techniques to solve the ERM model and establish a comprehensive convergence analysis.Furthermore,we report some numerical results on a stochastic second-order cone model for optimal power flow in radial networks.展开更多
In this paper,we consider the second-order cone tensor eigenvalue complementarity problem(SOCTEiCP)and present three different reformulations to the model under consideration.Specifically,for the general SOCTEiCP,we ...In this paper,we consider the second-order cone tensor eigenvalue complementarity problem(SOCTEiCP)and present three different reformulations to the model under consideration.Specifically,for the general SOCTEiCP,we first show its equivalence to a particular variational inequality under reasonable conditions.A notable benefit is that such a reformulation possibly provides an efficient way for the study of properties of the problem.Then,for the symmetric and sub-symmetric SOCTEiCPs,we reformulate them as appropriate nonlinear programming problems,which are extremely beneficial for designing reliable solvers to find solutions of the considered problem.Finally,we report some preliminary numerical results to verify our theoretical results.展开更多
Given a real(finite-dimensional or infinite-dimensional) Hilbert space H with a Jordan product,we consider the Lorentz cone linear complementarity problem,denoted by LCP(T,Ω,q),where T is a continuous linear operator...Given a real(finite-dimensional or infinite-dimensional) Hilbert space H with a Jordan product,we consider the Lorentz cone linear complementarity problem,denoted by LCP(T,Ω,q),where T is a continuous linear operator on H,ΩH is a Lorentz cone,and q ∈ H.We investigate some conditions for which the problem concerned has a unique solution for all q ∈ H(i.e.,T has the GUS-property).Several sufficient conditions and several necessary conditions are given.In particular,we provide two suficient and necessary conditions of T having the GUS-property.Our approach is based on properties of the Jordan product and the technique from functional analysis,which is different from the pioneer works given by Gowda and Sznajder(2007) in the case of finite-dimensional spaces.展开更多
基金Supported by the Optimisation Theory and Algorithm Research Team(Grant No.23kytdzd004)University Science Research Project of Anhui Province(Grant No.2024AH050631)the General Programs for Young Teacher Cultivation of Educational Commission of Anhui Province(Grant No.YQYB2023090).
文摘In this paper,we propose a new full-Newton step feasible interior-point algorithm for the special weighted linear complementarity problems.The proposed algorithm employs the technique of algebraic equivalent transformation to derive the search direction.It is shown that the proximity measure reduces quadratically at each iteration.Moreover,the iteration bound of the algorithm is as good as the best-known polynomial complexity for these types of problems.Furthermore,numerical results are presented to show the efficiency of the proposed algorithm.
基金Supported by University Science Research Project of Anhui Province(2023AH052921)Outstanding Youth Talent Project of Anhui Province(gxyq2021254)。
文摘In this paper,a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementarity problem is designed and analyzed.The algorithm employs a kernel function with a linear growth term to derive the search direction,and by introducing new technical results and selecting suitable parameters,we prove that the iteration bound of the algorithm is as good as best-known polynomial complexity of interior-point methods.Furthermore,numerical results illustrate the efficiency of the proposed method.
基金Supported by the National Natural Science Foundation of China(No.11101302 and No.11471241)
文摘Given a real finite-dimensional or infinite-dimensional Hilbert space H with a Jordan product, the second-order cone linear complementarity problem(SOCLCP)is considered. Some conditions are investigated, for which the SOCLCP is feasible and solvable for any element q?H. The solution set of a monotone SOCLCP is also characterized. It is shown that the second-order cone and Jordan product are interconnected.
基金This work was supported in part by the National Natural Science Foundation of China(Nos.71831008,11671250,11431004 and 11601458)Humanity and Social Science Foundation of Ministry of Education of China(No.15YJA630034)+2 种基金Shandong Province Natural Science Fund(No.ZR2014AM012)Higher Educational Science and Technology Program of Shandong Province(No.J13LI09)Scientific Research of Young Scholar of Qufu Normal University(No.XKJ201315).
文摘This paper considers the so-called expected residual minimization(ERM)formulation for stochastic second-order cone complementarity problems,which is based on a new complementarity function called termwise residual complementarity function associated with second-order cone.We show that the ERM model has bounded level sets under the stochastic weak R0-property.We further derive some error bound results under either the strong monotonicity or some kind of constraint qualifications.Then,we apply the Monte Carlo approximation techniques to solve the ERM model and establish a comprehensive convergence analysis.Furthermore,we report some numerical results on a stochastic second-order cone model for optimal power flow in radial networks.
基金the National Natural Science Foundation of China(Nos.11171083,11301123,and 11571087)the Natural Science Foundation of Zhejiang Province(Nos.LZ14A010003 and LY17A010028).
文摘In this paper,we consider the second-order cone tensor eigenvalue complementarity problem(SOCTEiCP)and present three different reformulations to the model under consideration.Specifically,for the general SOCTEiCP,we first show its equivalence to a particular variational inequality under reasonable conditions.A notable benefit is that such a reformulation possibly provides an efficient way for the study of properties of the problem.Then,for the symmetric and sub-symmetric SOCTEiCPs,we reformulate them as appropriate nonlinear programming problems,which are extremely beneficial for designing reliable solvers to find solutions of the considered problem.Finally,we report some preliminary numerical results to verify our theoretical results.
基金supported by National Natural Science Foundation of China(Grant No. 10871144)the Natural Science Foundation of Tianjin Province (Grant No. 07JCYBJC05200)
文摘Given a real(finite-dimensional or infinite-dimensional) Hilbert space H with a Jordan product,we consider the Lorentz cone linear complementarity problem,denoted by LCP(T,Ω,q),where T is a continuous linear operator on H,ΩH is a Lorentz cone,and q ∈ H.We investigate some conditions for which the problem concerned has a unique solution for all q ∈ H(i.e.,T has the GUS-property).Several sufficient conditions and several necessary conditions are given.In particular,we provide two suficient and necessary conditions of T having the GUS-property.Our approach is based on properties of the Jordan product and the technique from functional analysis,which is different from the pioneer works given by Gowda and Sznajder(2007) in the case of finite-dimensional spaces.
