A non-monotone regularization Newton method for the second-order cone complementarity problem.
Jingyong TangJinchuan ZhouLiang FangPublished in: Appl. Math. Comput. (2015)
Keyphrases
- newton method
- superlinear convergence
- regularized least squares
- nonlinear complementarity problem
- quasi newton
- convergence analysis
- linear equations
- optimality conditions
- penalty term
- variational inequalities
- quadratic programming
- regularization term
- reproducing kernel hilbert space
- interior point methods
- feasible set
- linear svm
- global convergence
- nonnegative matrix factorization
- regularization parameter
- data dependent
- feature space
- kernel methods
- upper bound