Optimization Seminar: Dr. Jiyuan Tao
Loyola University Maryland
Location
Mathematics/Psychology : 401
Date & Time
March 17, 2017, 10:30 am – 12:00 pm
Description
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.
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