Optimization Seminar: Dr. Jiyuan Tao
Loyola University Maryland
Friday, March 17, 2017 · 10:30 AM - 12 PM
Title: A Power Penalty Method for Linear Complementarity Problems over Symmetric Cones
Abstract:
In this talk, we will present a power penalty approach to linear complementarity problems over symmetric cones (SCLCP) based on a nonlinear equation approximation.
Based on a Jordan-algebraic technique, we show that the solution to this equation converges to that of the SCLCP when the penalty parameter tends to infinity under some mild conditions.
Abstract:
In this talk, we will present a power penalty approach to linear complementarity problems over symmetric cones (SCLCP) based on a nonlinear equation approximation.
Based on a Jordan-algebraic technique, we show that the solution to this equation converges to that of the SCLCP when the penalty parameter tends to infinity under some mild conditions.