Box-constrained minimization reformulations of complementarity problems in second-order cones
| Autor: | Roberto Andreani, Margarida P. Mello, Sandra A. Santos, Ana Friedlander |
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| Rok vydání: | 2007 |
| Předmět: |
Mathematical optimization
Control and Optimization Optimization problem Optimization algorithm Applied Mathematics Management Science and Operations Research Complementarity (physics) Stationary point Computer Science Applications Complementarity theory Minification Differentiable function Mixed complementarity problem Mathematics |
| Zdroj: | Journal of Global Optimization. 40:505-527 |
| ISSN: | 1573-2916 0925-5001 |
| DOI: | 10.1007/s10898-006-9109-x |
| Popis: | 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. |
| Databáze: | OpenAIRE |
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