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Optimization Seminar: Dr. Jiyuan Tao

Loyola University Maryland

Friday, March 17, 2017
10:30 AM - 12:00 PM
Mathematics/Psychology : 401
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.