A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions.

Shaohua Pan Jein-Shan Chen

Published in: Comput. Optim. Appl. (2010)

Keyphrases

newton method
variational inequalities
linear svm
convergence analysis
quasi newton
fischer burmeister
linear equations
regularized least squares
nonlinear complementarity problem
logistic regression
optimality conditions