A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones
Chek Beng Chua, Peng Yi · SIAM Journal on Optimization · 2010
In this paper, we introduce a new P-type property for nonlinear functions defined over Euclidean Jordan algebras and study a continuation method for nonlinear complementarity problems over symmetric cones. This new P-type property represents a new class of nonmonotone nonlinear complementarity problems that can be solved numerically.